+3,653.2%
FIX vs PTC
+334.9%
+3,318.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.2% | +5.4% |
| 7D | -17.5% | -0.2% | -17.2% | -17.4% |
| 30D | -41.6% | +0.8% | -42.3% | -41.7% |
| 3M | -40.6% | +32.1% | -72.7% | -46.8% |
| 6M | -49.4% | +42.6% | -92.0% | -56.8% |
| YTD | +9.2% | +12.0% | -2.8% | +1.5% |
| 1Y | +6.5% | +12.2% | -5.7% | -1.1% |
| 3Y | +448.7% | +31.2% | +417.5% | +375.3% |
| 5Y | +948.7% | +54.9% | +893.8% | +738.4% |
| All | +3,653.2% | +334.9% | +3,318.2% | +1,896.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling