-38.6%
FICO vs PTC
-33.3%
-5.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -6.0% | -10.6% | -13.3% |
| 7D | -19.2% | -10.3% | -8.9% | -14.0% |
| 30D | -14.6% | +1.1% | -15.7% | -14.2% |
| 3M | -20.1% | +1.6% | -21.7% | -20.4% |
| 6M | -36.3% | -13.5% | -22.9% | -31.5% |
| YTD | -44.9% | -19.1% | -25.8% | -40.1% |
| 1Y | -38.6% | -33.9% | -4.8% | -28.0% |
| All | -38.6% | -33.3% | -5.4% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling