+19.6%
FLEX vs PTC
+10.9%
+8.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.6% |
| 7D | -13.6% | +1.3% | -14.9% | -13.4% |
| 30D | -36.5% | +1.1% | -37.6% | -36.4% |
| 3M | -36.4% | +30.1% | -66.6% | -33.0% |
| 6M | -46.5% | +34.0% | -80.5% | -38.8% |
| YTD | +25.9% | +12.8% | +13.1% | +51.2% |
| 1Y | +19.6% | +10.7% | +8.8% | +45.4% |
| All | +19.6% | +10.9% | +8.6% | +45.4% |
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