-41.0%
FIS vs PTC
-38.1%
-2.9%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.5% | -0.4% | -3.5% |
| 7D | -3.5% | -12.8% | +9.3% | +2.2% |
| 30D | -7.8% | -9.8% | +2.0% | -4.0% |
| 3M | +0.8% | -2.1% | +2.9% | 0.0% |
| 6M | -21.9% | -18.1% | -3.8% | -16.7% |
| YTD | -39.5% | -23.5% | -16.0% | -34.7% |
| 1Y | -41.0% | -37.4% | -3.6% | -32.7% |
| All | -41.0% | -38.1% | -2.9% | -32.7% |
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