+54.3%
PTC vs BWA
+26.5%
+27.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.3% |
| 7D | -0.2% | -5.5% | +5.2% | +0.8% |
| 30D | +0.8% | -21.7% | +22.5% | +5.7% |
| 3M | +32.1% | -25.6% | +57.7% | +39.5% |
| 6M | +42.6% | -17.4% | +60.1% | +44.5% |
| YTD | +12.0% | +9.2% | +2.8% | +1.2% |
| 1Y | +12.2% | +9.7% | +2.4% | +1.1% |
| 3Y | +31.2% | +54.6% | -23.4% | +1.6% |
| All | +54.3% | +26.5% | +27.8% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling