-26.1%
FLUT vs PTC
+326.2%
-352.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.3% |
| 7D | -6.5% | +0.8% | -7.3% | -6.6% |
| 30D | +2.8% | +0.7% | +2.0% | +2.6% |
| 3M | -13.5% | +32.6% | -46.1% | -20.3% |
| 6M | -19.0% | +33.6% | -52.5% | -25.8% |
| YTD | -61.9% | +12.4% | -74.3% | -63.6% |
| 1Y | -63.2% | +11.2% | -74.5% | -64.8% |
| 3Y | -46.0% | +31.7% | -77.7% | -50.7% |
| 5Y | -51.8% | +60.1% | -111.8% | -58.0% |
| 10Y | -26.1% | +317.2% | -343.2% | -43.2% |
| All | -26.1% | +326.2% | -352.2% | -43.2% |
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