-57.9%
FICO vs PTC
+5.5%
-63.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | +3.3% | +0.8% | +2.6% | +3.0% |
| 3M | -31.7% | +32.1% | -63.8% | -39.0% |
| 6M | -34.0% | +42.6% | -76.6% | -44.0% |
| YTD | -58.3% | +12.0% | -70.3% | -59.1% |
| 1Y | -57.9% | +12.2% | -70.1% | -58.8% |
| All | -57.9% | +5.5% | -63.5% | -58.8% |
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