-55.3%
FIS vs PTC
+326.2%
-381.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -29.4% | +0.8% | -30.2% | -29.6% |
| 30D | -16.7% | +0.7% | -17.5% | -17.0% |
| 3M | -33.0% | +32.6% | -65.6% | -40.0% |
| 6M | -33.3% | +33.6% | -66.9% | -40.8% |
| YTD | -56.0% | +12.4% | -68.4% | -58.7% |
| 1Y | -54.6% | +11.2% | -65.8% | -57.2% |
| 3Y | -40.6% | +31.7% | -72.3% | -48.7% |
| 5Y | -71.9% | +60.1% | -132.0% | -77.9% |
| 10Y | -55.3% | +317.2% | -372.5% | -75.3% |
| All | -55.3% | +326.2% | -381.5% | -75.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling