+5,892.0%
FIX vs PTC
+224.0%
+5,667.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.0% | +7.9% | +3.9% |
| 7D | +6.0% | -10.3% | +16.3% | +9.8% |
| 30D | -7.2% | +1.1% | -8.4% | -8.2% |
| 3M | -15.9% | +1.6% | -17.5% | -18.0% |
| 6M | +12.7% | -13.5% | +26.2% | +15.8% |
| YTD | +72.8% | -19.1% | +91.8% | +81.2% |
| 1Y | +122.9% | -33.9% | +156.8% | +153.6% |
| 3Y | +774.3% | -3.9% | +778.2% | +750.0% |
| 5Y | +2,049.5% | +6.0% | +2,043.4% | +1,876.0% |
| All | +5,892.0% | +224.0% | +5,667.9% | +3,618.4% |
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