+86.1%
FICO vs PTC
+59.6%
+26.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.3% |
| 3M | -35.2% | +39.6% | -74.8% | -44.9% |
| 6M | -33.7% | +41.5% | -75.1% | -44.6% |
| YTD | -58.2% | +11.7% | -69.9% | -60.9% |
| 1Y | -56.6% | +2.4% | -59.0% | -58.0% |
| 3Y | -24.0% | +31.9% | -55.9% | -38.9% |
| 5Y | +86.1% | +54.5% | +31.5% | +35.1% |
| All | +86.1% | +59.6% | +26.4% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling