+317.2%
PTC vs BURL
+261.4%
+55.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | -0.6% |
| 7D | +0.8% | +7.7% | -6.9% | -1.0% |
| 30D | +0.7% | -7.1% | +7.9% | +2.3% |
| 3M | +32.6% | -30.3% | +62.9% | +43.5% |
| 6M | +33.6% | -15.5% | +49.1% | +37.2% |
| YTD | +12.4% | -11.0% | +23.4% | +13.4% |
| 1Y | +11.2% | -8.4% | +19.6% | +10.7% |
| 3Y | +31.7% | +96.7% | -65.0% | +4.1% |
| 5Y | +60.1% | -14.1% | +74.1% | +50.7% |
| 10Y | +317.2% | +255.1% | +62.1% | +185.6% |
| All | +317.2% | +261.4% | +55.8% | +185.6% |
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