+3,759.0%
FIX vs PTC
+317.3%
+3,441.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.1% |
| 7D | +6.4% | +0.5% | +6.0% | +6.3% |
| 30D | -29.1% | +0.9% | -30.0% | -29.3% |
| 3M | -31.1% | +30.4% | -61.5% | -38.0% |
| 6M | -42.8% | +34.4% | -77.2% | -49.9% |
| YTD | +24.6% | +12.6% | +12.1% | +15.7% |
| 1Y | +21.9% | +10.2% | +11.8% | +14.2% |
| 3Y | +524.9% | +29.4% | +495.5% | +444.4% |
| 5Y | +1,092.2% | +63.7% | +1,028.5% | +835.1% |
| 10Y | +3,759.0% | +316.9% | +3,442.2% | +1,963.2% |
| All | +3,759.0% | +317.3% | +3,441.7% | +1,963.2% |
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