+894.6%
FIX vs PTC
+59.6%
+834.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.3% | -11.3% | -11.5% |
| 7D | -27.2% | -0.1% | -27.1% | -27.2% |
| 30D | -46.9% | +0.8% | -47.8% | -47.0% |
| 3M | -44.4% | +39.6% | -84.0% | -50.1% |
| 6M | -50.9% | +41.5% | -92.4% | -56.8% |
| YTD | +3.5% | +11.7% | -8.2% | +0.6% |
| 1Y | -2.1% | +2.4% | -4.5% | -0.8% |
| 3Y | +418.7% | +31.9% | +386.8% | +354.8% |
| 5Y | +894.6% | +54.5% | +840.0% | +695.7% |
| All | +894.6% | +59.6% | +834.9% | +695.7% |
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