+448.7%
FIX vs PTC
+32.2%
+416.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -41.6% |
| 3M | -40.6% | +32.1% | -72.7% | -43.4% |
| 6M | -49.4% | +42.6% | -92.0% | -53.1% |
| YTD | +9.2% | +12.0% | -2.8% | +13.5% |
| 1Y | +6.5% | +12.2% | -5.7% | +10.5% |
| 3Y | +448.7% | +31.2% | +417.5% | +314.2% |
| All | +448.7% | +32.2% | +416.6% | +314.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling