+200.2%
PTC vs BTG
+159.3%
+40.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | -7.3% | -3.8% | -3.5% | -6.9% |
| 30D | -11.6% | +3.6% | -15.3% | -12.0% |
| 3M | +10.5% | +32.0% | -21.6% | +7.2% |
| 6M | -17.8% | +3.4% | -21.2% | -18.7% |
| YTD | -24.9% | +20.8% | -45.7% | -27.2% |
| 1Y | -36.8% | +22.4% | -59.2% | -39.1% |
| 3Y | -8.7% | +91.7% | -100.4% | -17.2% |
| 5Y | +4.1% | +79.0% | -74.9% | -5.9% |
| All | +200.2% | +159.3% | +40.9% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling