-61.9%
FLNC vs PTC
-10.7%
-51.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | -5.0% | -14.2% | +9.2% | +3.9% |
| 30D | -26.1% | -14.4% | -11.6% | -19.2% |
| 3M | -55.2% | -4.7% | -50.5% | -55.7% |
| 6M | -42.6% | -19.3% | -23.3% | -34.8% |
| YTD | -51.0% | -26.1% | -24.9% | -41.3% |
| 1Y | +43.3% | -37.1% | +80.4% | +98.3% |
| All | -61.9% | -10.7% | -51.2% | -69.7% |
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