-68.4%
FLNC vs PTC
+0.1%
-68.5%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +0.6% | +9.6% | +10.1% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -20.8% | +1.5% | -22.3% | -20.9% |
| 3M | -61.3% | +37.8% | -99.1% | -63.4% |
| 6M | -50.9% | +41.2% | -92.1% | -51.7% |
| YTD | -69.4% | +12.0% | -81.4% | -65.9% |
| 1Y | -68.4% | +1.6% | -70.0% | -59.8% |
| All | -68.4% | +0.1% | -68.5% | -59.8% |
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