+2,892.9%
FITB vs PTC
+8,854.1%
-5,961.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | -1.1% | +0.8% | -1.9% | -1.3% |
| 30D | +7.3% | +0.7% | +6.6% | +7.2% |
| 3M | -4.0% | +32.6% | -36.6% | -10.5% |
| 6M | +11.9% | +33.6% | -21.7% | +3.5% |
| YTD | +19.0% | +12.4% | +6.6% | +13.4% |
| 1Y | +31.0% | +11.2% | +19.8% | +25.2% |
| 3Y | +143.8% | +31.7% | +112.1% | +123.8% |
| 5Y | +48.9% | +60.1% | -11.2% | +30.6% |
| 10Y | +236.6% | +317.2% | -80.6% | +141.6% |
| All | +2,892.9% | +8,854.1% | -5,961.1% | +973.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling