-41.3%
FIS vs PTC
+29.3%
-70.6%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.1% | -6.2% | -6.1% |
| 7D | -3.5% | +0.8% | -4.4% | -3.7% |
| 30D | -19.4% | +1.2% | -20.6% | -19.7% |
| 3M | -31.6% | +32.6% | -64.2% | -37.3% |
| 6M | -32.5% | +36.1% | -68.6% | -39.3% |
| YTD | -56.0% | +12.7% | -68.6% | -58.4% |
| 1Y | -55.5% | +10.2% | -65.7% | -57.8% |
| All | -41.3% | +29.3% | -70.6% | -50.6% |
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