-70.8%
FIS vs PTC
+60.7%
-131.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +2.8% | +0.5% | +2.3% | +2.7% |
| 30D | -16.7% | +1.2% | -17.9% | -17.1% |
| 3M | -32.3% | +27.4% | -59.7% | -38.2% |
| 6M | -29.1% | +39.2% | -68.2% | -37.8% |
| YTD | -54.1% | +12.5% | -66.6% | -56.8% |
| 1Y | -53.7% | +12.3% | -66.0% | -56.4% |
| 3Y | -38.8% | +28.8% | -67.7% | -47.4% |
| All | -70.8% | +60.7% | -131.5% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling