+1,094.1%
PTC vs BUD
+201.1%
+893.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.2% | -6.1% |
| 7D | -10.3% | +0.3% | -10.5% | -10.4% |
| 30D | +1.1% | -5.7% | +6.8% | +3.6% |
| 3M | +1.6% | +3.1% | -1.5% | -0.1% |
| 6M | -13.5% | +7.9% | -21.3% | -17.1% |
| YTD | -19.1% | +27.3% | -46.4% | -28.2% |
| 1Y | -33.9% | +37.8% | -71.7% | -43.6% |
| 3Y | -3.9% | +49.8% | -53.8% | -23.8% |
| 5Y | +6.0% | +43.8% | -37.8% | -16.4% |
| 10Y | +223.7% | -22.6% | +246.4% | +228.3% |
| All | +1,094.1% | +201.1% | +893.0% | +403.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 all: compounded portfolio wealth divided by compounded BUD 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…
all analysis · Full analysis span regression · 6 months rolling