+507.8%
PTC vs BWA
+3,492.4%
-2,984.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.8% | -8.8% | -7.1% |
| 7D | -10.3% | +5.7% | -15.9% | -12.3% |
| 30D | +1.1% | +1.4% | -0.3% | +0.1% |
| 3M | +1.6% | -12.1% | +13.7% | +5.2% |
| 6M | -13.5% | +28.6% | -42.0% | -24.2% |
| YTD | -19.1% | +51.1% | -70.1% | -35.4% |
| 1Y | -33.9% | +55.9% | -89.7% | -48.1% |
| 3Y | -3.9% | +70.1% | -74.0% | -29.8% |
| 5Y | +6.0% | +90.7% | -84.6% | -28.4% |
| 10Y | +223.7% | +154.0% | +69.8% | +76.8% |
| All | +507.8% | +3,492.4% | -2,984.6% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling