-23.8%
FICO vs PTC
+31.8%
-55.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -0.3% | -0.1% | -0.1% | -0.2% |
| 30D | +1.7% | +0.8% | +0.9% | +1.4% |
| 3M | -35.2% | +39.6% | -74.8% | -42.9% |
| 6M | -33.7% | +41.5% | -75.1% | -42.4% |
| YTD | -58.2% | +11.7% | -69.9% | -60.6% |
| 1Y | -56.6% | +2.4% | -59.0% | -58.2% |
| All | -23.8% | +31.8% | -55.6% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling