+23.9%
FITB vs PTC
-38.1%
+62.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | -0.5% |
| 7D | +2.8% | -12.8% | +15.6% | +3.2% |
| 30D | -4.5% | -9.8% | +5.3% | -4.3% |
| 3M | +5.7% | -2.1% | +7.7% | +5.6% |
| 6M | +17.1% | -18.1% | +35.2% | +20.9% |
| YTD | +18.3% | -23.5% | +41.8% | +24.6% |
| 1Y | +23.9% | -37.4% | +61.3% | +34.3% |
| All | +23.9% | -38.1% | +62.0% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling