+8.7%
PTC vs BWA
+91.4%
-82.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.8% | -8.8% | -6.6% |
| 7D | -10.3% | +5.7% | -15.9% | -11.3% |
| 30D | +1.1% | +1.4% | -0.3% | +0.6% |
| 3M | +1.6% | -12.1% | +13.7% | +4.0% |
| 6M | -13.5% | +28.6% | -42.0% | -20.5% |
| YTD | -19.1% | +51.1% | -70.1% | -31.1% |
| 1Y | -33.9% | +55.9% | -89.7% | -44.5% |
| 3Y | -3.9% | +70.1% | -74.0% | -24.0% |
| All | +8.7% | +91.4% | -82.7% | -24.6% |
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 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