+317.2%
PTC vs BWA
+101.5%
+215.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.4% | -5.0% | -1.2% |
| 7D | +0.8% | -0.6% | +1.4% | +0.9% |
| 30D | +0.7% | -16.1% | +16.8% | +5.9% |
| 3M | +32.6% | -24.6% | +57.2% | +43.2% |
| 6M | +33.6% | -15.7% | +49.3% | +36.8% |
| YTD | +12.4% | +15.1% | -2.6% | +0.2% |
| 1Y | +11.2% | +15.9% | -4.6% | -1.3% |
| 3Y | +31.7% | +67.1% | -35.4% | -0.9% |
| 5Y | +60.1% | +34.7% | +25.3% | +25.7% |
| 10Y | +317.2% | +99.5% | +217.7% | +170.7% |
| All | +317.2% | +101.5% | +215.7% | +170.7% |
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