+223.7%
PTC vs BURL
+215.5%
+8.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.6% | -8.7% | -6.7% |
| 7D | -10.3% | -2.8% | -7.5% | -9.7% |
| 30D | +1.1% | -28.2% | +29.3% | +9.2% |
| 3M | +1.6% | -17.6% | +19.2% | +5.8% |
| 6M | -13.5% | -11.8% | -1.7% | -12.0% |
| YTD | -19.1% | -8.1% | -10.9% | -18.7% |
| 1Y | -33.9% | -12.0% | -21.9% | -33.3% |
| 3Y | -3.9% | +63.3% | -67.2% | -20.1% |
| 5Y | +6.0% | -10.8% | +16.9% | -0.9% |
| All | +223.7% | +215.5% | +8.2% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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