+1,027.6%
FIX vs PTC
+60.7%
+966.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 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% | -40.1% |
| 6M | -45.2% | +39.2% | -84.4% | -51.2% |
| YTD | +19.5% | +12.5% | +7.0% | +15.9% |
| 1Y | +24.2% | +12.3% | +12.0% | +20.5% |
| 3Y | +494.2% | +28.8% | +465.3% | +426.7% |
| All | +1,027.6% | +60.7% | +966.9% | +791.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling