+78,963.7%
FICO vs PTC
+8,796.0%
+70,167.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.5% |
| 3M | -35.2% | +39.6% | -74.8% | -39.3% |
| 6M | -33.7% | +41.5% | -75.1% | -38.2% |
| YTD | -58.2% | +11.7% | -69.9% | -59.3% |
| 1Y | -56.6% | +2.4% | -59.0% | -57.2% |
| 3Y | -24.0% | +31.9% | -55.9% | -28.8% |
| 5Y | +86.1% | +54.5% | +31.5% | +69.4% |
| 10Y | +522.8% | +342.1% | +180.7% | +384.6% |
| All | +78,963.7% | +8,796.0% | +70,167.7% | +62,115.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling