+43.1%
FLNC vs PTC
-36.4%
+79.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +1.8% |
| 7D | -4.1% | -7.3% | +3.2% | -1.2% |
| 30D | -24.8% | -11.6% | -13.1% | -21.1% |
| 3M | -59.1% | +10.5% | -69.6% | -62.4% |
| 6M | -42.0% | -17.8% | -24.1% | -33.0% |
| YTD | -49.8% | -24.9% | -24.9% | -33.7% |
| 1Y | +43.1% | -36.8% | +79.9% | +225.6% |
| All | +43.1% | -36.4% | +79.5% | +225.6% |
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