+282.7%
FLEX vs PTC
+29.1%
+253.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | +7.5% | +0.5% | +7.0% | +7.4% |
| 30D | -25.3% | +1.2% | -26.5% | -25.4% |
| 3M | -39.7% | +27.4% | -67.0% | -41.0% |
| 6M | -47.9% | +39.2% | -87.1% | -49.4% |
| YTD | +24.1% | +12.5% | +11.6% | +30.9% |
| 1Y | +26.0% | +12.3% | +13.7% | +33.0% |
| 3Y | +282.7% | +28.8% | +253.9% | +234.3% |
| All | +282.7% | +29.1% | +253.6% | +234.3% |
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 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