-22.9%
FLUT vs PTC
+317.3%
-340.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | +4.5% | +0.5% | +4.0% | +4.4% |
| 30D | +9.2% | +0.9% | +8.3% | +9.0% |
| 3M | -13.7% | +30.4% | -44.0% | -20.1% |
| 6M | -9.0% | +34.4% | -43.4% | -16.8% |
| YTD | -60.2% | +12.6% | -72.8% | -62.1% |
| 1Y | -63.1% | +10.2% | -73.3% | -64.6% |
| 3Y | -42.5% | +29.4% | -71.8% | -47.2% |
| 5Y | -47.6% | +63.7% | -111.3% | -54.5% |
| 10Y | -22.9% | +316.9% | -339.8% | -40.6% |
| All | -22.9% | +317.3% | -340.2% | -40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling