+285.6%
FITB vs PTC
+196.2%
+89.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.6% |
| 7D | -0.4% | -13.6% | +13.2% | +4.9% |
| 30D | -5.1% | -14.7% | +9.5% | +0.1% |
| 3M | +3.5% | -5.9% | +9.4% | +4.1% |
| 6M | +17.2% | -21.1% | +38.3% | +25.6% |
| YTD | +17.6% | -26.0% | +43.7% | +28.8% |
| 1Y | +23.4% | -36.8% | +60.2% | +43.7% |
| 3Y | +129.7% | -10.3% | +140.0% | +126.7% |
| 5Y | +68.4% | +1.2% | +67.2% | +54.4% |
| 10Y | +285.6% | +198.3% | +87.4% | +118.9% |
| All | +285.6% | +196.2% | +89.5% | +118.9% |
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