-64.3%
FLUT vs PTC
+10.5%
-74.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -19.7% |
| 6M | -19.0% | +33.6% | -52.5% | -25.3% |
| YTD | -61.9% | +12.4% | -74.3% | -60.0% |
| All | -64.3% | +10.5% | -74.9% | -61.7% |
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 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