+230.6%
FIS vs PTC
+609.3%
-378.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.5% | -2.3% |
| 7D | -25.5% | -0.2% | -25.2% | -25.5% |
| 30D | -15.1% | +0.8% | -15.8% | -15.3% |
| 3M | -32.1% | +32.1% | -64.2% | -37.4% |
| 6M | -36.1% | +42.6% | -78.7% | -42.3% |
| YTD | -55.4% | +12.0% | -67.4% | -57.3% |
| 1Y | -53.9% | +12.2% | -66.0% | -55.9% |
| 3Y | -39.8% | +31.2% | -71.0% | -45.4% |
| 5Y | -71.1% | +54.9% | -126.0% | -75.1% |
| 10Y | -53.8% | +343.1% | -397.0% | -69.9% |
| All | +230.6% | +609.3% | -378.8% | +62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling