-51.1%
FIS vs PTC
+0.1%
-51.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +0.6% | -24.2% | -23.8% |
| 7D | -18.4% | +0.1% | -18.5% | -18.5% |
| 30D | -11.4% | +1.5% | -12.9% | -11.8% |
| 3M | -32.0% | +37.8% | -69.7% | -38.8% |
| 6M | -35.6% | +41.2% | -76.8% | -43.5% |
| YTD | -53.8% | +12.0% | -65.8% | -56.6% |
| 1Y | -51.1% | +1.6% | -52.7% | -54.0% |
| All | -51.1% | +0.1% | -51.2% | -54.0% |
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