-83.2%
FIG vs PTC
-7.8%
-75.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.9% |
| 7D | +3.4% | +0.5% | +2.9% | +3.1% |
| 30D | -9.5% | +1.2% | -10.7% | -10.0% |
| 3M | -26.2% | +27.4% | -53.5% | -35.5% |
| 6M | +2.7% | +39.2% | -36.5% | -18.0% |
| YTD | -48.0% | +12.5% | -60.5% | -51.5% |
| 1Y | -52.0% | +12.3% | -64.3% | -55.2% |
| All | -83.2% | -7.8% | -75.4% | -83.5% |
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