+206.5%
FITB vs PTC
+312.5%
-106.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +2.8% | +0.5% | +2.3% | +2.6% |
| 30D | +9.8% | +1.2% | +8.6% | +9.3% |
| 3M | -5.2% | +27.4% | -32.5% | -14.8% |
| 6M | +17.3% | +39.2% | -21.9% | +0.6% |
| YTD | +19.3% | +12.5% | +6.8% | +10.4% |
| 1Y | +32.7% | +12.3% | +20.4% | +22.9% |
| 3Y | +141.6% | +28.8% | +112.8% | +106.2% |
| 5Y | +48.9% | +60.9% | -12.0% | +13.4% |
| All | +206.5% | +312.5% | -106.0% | +52.6% |
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 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