+499.7%
FICO vs PTC
+334.9%
+164.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | +3.3% | +0.8% | +2.6% | +2.9% |
| 3M | -31.7% | +32.1% | -63.8% | -41.9% |
| 6M | -34.0% | +42.6% | -76.6% | -46.8% |
| YTD | -58.3% | +12.0% | -70.3% | -61.8% |
| 1Y | -57.9% | +12.2% | -70.1% | -61.5% |
| 3Y | -24.1% | +31.2% | -55.3% | -39.3% |
| 5Y | +85.3% | +54.9% | +30.4% | +32.0% |
| All | +499.7% | +334.9% | +164.7% | +155.3% |
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