+203.4%
PTC vs BWA
+142.9%
+60.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.9% | -3.6% | -4.9% |
| 7D | -12.8% | +4.3% | -17.1% | -14.0% |
| 30D | -9.8% | -2.9% | -6.9% | -9.2% |
| 3M | -2.1% | -12.4% | +10.4% | +1.0% |
| 6M | -18.1% | +28.6% | -46.7% | -26.6% |
| YTD | -23.5% | +48.2% | -71.7% | -36.4% |
| 1Y | -37.4% | +50.9% | -88.3% | -48.5% |
| 3Y | -7.2% | +72.2% | -79.4% | -29.7% |
| 5Y | +2.7% | +91.1% | -88.4% | -27.8% |
| 10Y | +203.4% | +144.0% | +59.4% | +79.6% |
| All | +203.4% | +142.9% | +60.5% | +79.6% |
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