+28.4%
FLEX vs PTC
+10.6%
+17.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.7% |
| 7D | +2.2% | +0.5% | +1.7% | +2.3% |
| 30D | -32.6% | +0.9% | -33.5% | -32.5% |
| 3M | -35.5% | +30.4% | -65.9% | -31.9% |
| 6M | -45.6% | +34.4% | -80.0% | -37.8% |
| YTD | +30.7% | +12.6% | +18.1% | +57.3% |
| 1Y | +28.4% | +10.2% | +18.2% | +57.5% |
| All | +28.4% | +10.6% | +17.7% | +57.5% |
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