+21.9%
FIX vs PTC
+10.6%
+11.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.0% |
| 7D | +6.4% | +0.5% | +6.0% | +6.5% |
| 30D | -29.1% | +0.9% | -30.0% | -29.0% |
| 3M | -31.1% | +30.4% | -61.5% | -27.3% |
| 6M | -42.8% | +34.4% | -77.2% | -36.1% |
| YTD | +24.6% | +12.6% | +12.1% | +43.5% |
| 1Y | +21.9% | +10.2% | +11.8% | +42.5% |
| All | +21.9% | +10.6% | +11.3% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling