+12,471.5%
FIX vs PTC
+163.9%
+12,307.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.0% | +7.9% | +3.2% |
| 7D | +6.0% | -10.3% | +16.3% | +8.4% |
| 30D | -7.2% | +1.1% | -8.4% | -7.8% |
| 3M | -15.9% | +1.6% | -17.5% | -17.2% |
| 6M | +12.7% | -13.5% | +26.2% | +14.2% |
| YTD | +72.8% | -19.1% | +91.8% | +77.1% |
| 1Y | +122.9% | -33.9% | +156.8% | +138.8% |
| 3Y | +774.3% | -3.9% | +778.2% | +763.4% |
| 5Y | +2,049.5% | +6.0% | +2,043.4% | +1,962.1% |
| 10Y | +5,821.5% | +223.7% | +5,597.7% | +4,293.7% |
| All | +12,471.5% | +163.9% | +12,307.6% | +6,418.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling