+30.9%
PTC vs BURL
+89.8%
-58.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.1% |
| 7D | -0.1% | +3.5% | -3.6% | -0.6% |
| 30D | +0.8% | -9.3% | +10.1% | +2.1% |
| 3M | +39.6% | -32.1% | +71.7% | +47.5% |
| 6M | +41.5% | -19.8% | +61.3% | +45.1% |
| YTD | +11.7% | -13.2% | +24.9% | +12.6% |
| 1Y | +2.4% | -7.8% | +10.3% | +1.7% |
| All | +30.9% | +89.8% | -58.9% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling