+565.2%
FLEX vs PTC
+334.9%
+230.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.3% | +4.5% |
| 7D | -19.3% | -0.2% | -19.1% | -19.2% |
| 30D | -41.5% | +0.8% | -42.3% | -41.7% |
| 3M | -43.1% | +32.1% | -75.2% | -51.5% |
| 6M | -48.2% | +42.6% | -90.8% | -59.0% |
| YTD | +15.5% | +12.0% | +3.5% | +2.9% |
| 1Y | +10.2% | +12.2% | -1.9% | -1.9% |
| 3Y | +256.8% | +31.2% | +225.6% | +180.2% |
| 5Y | +408.2% | +54.9% | +353.3% | +252.3% |
| All | +565.2% | +334.9% | +230.2% | +173.0% |
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 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