+626.9%
FLEX vs PTC
+315.4%
+311.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | -13.6% | +1.3% | -14.9% | -14.1% |
| 30D | -36.5% | +1.1% | -37.6% | -36.8% |
| 3M | -36.4% | +30.1% | -66.6% | -45.4% |
| 6M | -46.5% | +34.0% | -80.5% | -56.0% |
| YTD | +25.9% | +12.8% | +13.1% | +11.9% |
| 1Y | +19.6% | +10.7% | +8.8% | +7.4% |
| 3Y | +287.0% | +29.6% | +257.4% | +206.4% |
| 5Y | +466.6% | +63.5% | +403.1% | +280.9% |
| 10Y | +626.9% | +316.7% | +310.3% | +198.3% |
| All | +626.9% | +315.4% | +311.6% | +198.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling