+3,553.2%
FIX vs PTC
+312.5%
+3,240.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +9.4% | +0.5% | +9.0% | +9.3% |
| 30D | -27.8% | +1.2% | -29.0% | -28.0% |
| 3M | -35.6% | +27.4% | -62.9% | -41.5% |
| 6M | -45.2% | +39.2% | -84.4% | -52.6% |
| YTD | +19.5% | +12.5% | +7.0% | +10.9% |
| 1Y | +24.2% | +12.3% | +12.0% | +15.4% |
| 3Y | +494.2% | +28.8% | +465.3% | +418.4% |
| 5Y | +1,036.1% | +60.9% | +975.3% | +796.8% |
| All | +3,553.2% | +312.5% | +3,240.7% | +1,864.2% |
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