+442.4%
FLEX vs PTC
-3.9%
+446.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.5% | +2.4% |
| 7D | -0.9% | -10.3% | +9.4% | +0.7% |
| 30D | -10.1% | +1.1% | -11.3% | -10.6% |
| 3M | -31.3% | +1.6% | -33.0% | -31.2% |
| 6M | +71.3% | -13.5% | +84.7% | +81.9% |
| YTD | +81.2% | -19.1% | +100.3% | +97.5% |
| 1Y | +98.5% | -33.9% | +132.4% | +138.1% |
| All | +442.4% | -3.9% | +446.3% | +431.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling