+25.0%
FLEX vs PTC
+0.1%
+24.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.6% | -12.9% | -12.2% |
| 7D | -17.0% | +0.1% | -17.1% | -16.9% |
| 30D | -33.8% | +1.5% | -35.4% | -33.7% |
| 3M | -39.0% | +37.8% | -76.8% | -34.6% |
| 6M | -15.9% | +41.2% | -57.1% | -4.7% |
| YTD | +27.8% | +12.0% | +15.8% | +51.9% |
| 1Y | +25.0% | +1.6% | +23.3% | +54.7% |
| All | +25.0% | +0.1% | +24.9% | +54.7% |
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 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