+2,896.1%
FITB vs PTC
+6,346.6%
-3,450.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.0% | +5.9% | +1.0% |
| 7D | +0.6% | -10.3% | +10.9% | +2.7% |
| 30D | -4.7% | +1.1% | -5.9% | -5.2% |
| 3M | +6.7% | +1.6% | +5.1% | +5.5% |
| 6M | +12.6% | -13.5% | +26.0% | +14.6% |
| YTD | +19.1% | -19.1% | +38.2% | +22.7% |
| 1Y | +22.6% | -33.9% | +56.5% | +31.4% |
| 3Y | +127.1% | -3.9% | +131.0% | +124.7% |
| 5Y | +71.8% | +6.0% | +65.8% | +65.3% |
| 10Y | +287.2% | +223.7% | +63.4% | +196.0% |
| All | +2,896.1% | +6,346.6% | -3,450.5% | +1,060.5% |
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