+2,820.2%
FITB vs PTC
+8,817.5%
-5,997.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | +5.8% | +0.8% | +5.1% | +5.7% |
| 3M | -6.1% | +32.1% | -38.2% | -12.4% |
| 6M | +5.9% | +42.6% | -36.7% | -3.4% |
| YTD | +16.1% | +12.0% | +4.1% | +10.8% |
| 1Y | +28.8% | +12.2% | +16.7% | +22.9% |
| 3Y | +126.0% | +31.2% | +94.8% | +107.6% |
| 5Y | +45.3% | +54.9% | -9.6% | +28.2% |
| 10Y | +255.4% | +343.1% | -87.8% | +152.3% |
| All | +2,820.2% | +8,817.5% | -5,997.2% | +947.8% |
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