+28.9%
FITB vs PTC
+10.3%
+18.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +0.8% | +0.8% | 0.0% | +0.8% |
| 30D | +7.3% | +1.2% | +6.1% | +7.3% |
| 3M | -6.3% | +32.6% | -38.9% | -6.4% |
| 6M | +12.6% | +36.1% | -23.5% | +12.9% |
| YTD | +18.0% | +12.7% | +5.3% | +26.9% |
| 1Y | +28.9% | +10.2% | +18.7% | +40.9% |
| All | +28.9% | +10.3% | +18.6% | +40.9% |
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 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