+12.2%
PTC vs BURL
-7.8%
+20.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | -0.2% | +4.1% | -4.3% | -0.3% |
| 30D | +0.8% | -9.5% | +10.2% | +0.9% |
| 3M | +32.1% | -33.5% | +65.6% | +32.9% |
| 6M | +42.6% | -22.1% | +64.7% | +43.3% |
| YTD | +12.0% | -14.6% | +26.5% | +12.9% |
| 1Y | +12.2% | -8.4% | +20.5% | +13.5% |
| All | +12.2% | -7.8% | +20.0% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling