+312.1%
PTC vs BWA
+95.7%
+216.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.7% |
| 7D | +0.5% | +1.7% | -1.2% | -0.1% |
| 30D | +0.9% | -14.6% | +15.5% | +5.5% |
| 3M | +30.4% | -26.2% | +56.6% | +41.7% |
| 6M | +34.4% | -18.4% | +52.8% | +39.3% |
| YTD | +12.6% | +14.7% | -2.1% | +0.4% |
| 1Y | +10.2% | +13.3% | -3.1% | -1.4% |
| 3Y | +29.4% | +64.7% | -35.3% | -2.2% |
| 5Y | +63.7% | +32.2% | +31.6% | +29.5% |
| All | +312.1% | +95.7% | +216.5% | +166.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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