-9.2%
FLUT vs PTC
+204.7%
-213.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +2.0% |
| 7D | +3.8% | -12.8% | +16.6% | +7.3% |
| 30D | +6.3% | -9.8% | +16.1% | +8.8% |
| 3M | -4.0% | -2.1% | -2.0% | -4.2% |
| 6M | -10.3% | -18.1% | +7.8% | -6.4% |
| YTD | -53.2% | -23.5% | -29.7% | -50.4% |
| 1Y | -65.0% | -37.4% | -27.7% | -61.2% |
| 3Y | -43.9% | -7.2% | -36.7% | -43.4% |
| 5Y | -49.2% | +2.7% | -51.9% | -50.6% |
| 10Y | -9.2% | +203.4% | -212.6% | -18.4% |
| All | -9.2% | +204.7% | -213.9% | -18.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling