-98.2%
FCUV vs PTC
+312.5%
-410.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | -0.1% | +136.1% | +136.0% |
| 7D | +148.8% | +0.5% | +148.3% | +148.4% |
| 30D | +95.0% | +1.2% | +93.8% | +94.4% |
| 3M | +27.8% | +27.4% | +0.4% | +21.0% |
| 6M | +121.0% | +39.2% | +81.8% | +102.6% |
| YTD | -78.1% | +12.5% | -90.7% | -78.8% |
| 1Y | -94.3% | +12.3% | -106.5% | -94.4% |
| 3Y | -98.9% | +28.8% | -127.7% | -99.0% |
| 5Y | -99.7% | +60.9% | -160.6% | -99.7% |
| All | -98.2% | +312.5% | -410.7% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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