+740.7%
PTC vs BWA
+2,496.1%
-1,755.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.8% |
| 7D | -0.2% | -5.5% | +5.2% | +1.9% |
| 30D | +0.8% | -21.7% | +22.5% | +10.6% |
| 3M | +32.1% | -25.6% | +57.7% | +46.8% |
| 6M | +42.6% | -17.4% | +60.1% | +48.7% |
| YTD | +12.0% | +9.2% | +2.8% | +0.9% |
| 1Y | +12.2% | +9.7% | +2.4% | +0.6% |
| 3Y | +31.2% | +54.6% | -23.4% | -0.7% |
| 5Y | +54.9% | +26.8% | +28.1% | +22.7% |
| 10Y | +343.1% | +89.0% | +254.2% | +170.4% |
| All | +740.7% | +2,496.1% | -1,755.4% | +56.2% |
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