+71.1%
FITB vs PTC
+1.8%
+69.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +1.1% |
| 7D | +2.8% | -12.8% | +15.6% | +7.3% |
| 30D | -4.5% | -9.8% | +5.3% | -1.7% |
| 3M | +5.7% | -2.1% | +7.7% | +4.9% |
| 6M | +17.1% | -18.1% | +35.2% | +23.9% |
| YTD | +18.3% | -23.5% | +41.8% | +28.1% |
| 1Y | +23.9% | -37.4% | +61.3% | +45.3% |
| 3Y | +131.1% | -7.2% | +138.3% | +122.6% |
| 5Y | +71.1% | +2.7% | +68.4% | +58.7% |
| All | +71.1% | +1.8% | +69.2% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling