+545.7%
FICO vs PTC
+315.4%
+230.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.6% | +0.8% |
| 7D | +0.9% | +1.3% | -0.4% | +0.2% |
| 30D | +9.4% | +1.1% | +8.4% | +8.8% |
| 3M | -30.4% | +30.1% | -60.5% | -40.3% |
| 6M | -35.1% | +34.0% | -69.1% | -45.9% |
| YTD | -56.8% | +12.8% | -69.6% | -60.5% |
| 1Y | -58.4% | +10.7% | -69.1% | -61.7% |
| 3Y | -26.7% | +29.6% | -56.3% | -41.0% |
| 5Y | +88.0% | +63.5% | +24.5% | +29.9% |
| 10Y | +545.7% | +316.7% | +229.0% | +169.7% |
| All | +545.7% | +315.4% | +230.4% | +169.7% |
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