-44.7%
FLUT vs PTC
+29.3%
-74.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -1.2% | +0.8% | -2.1% | -1.5% |
| 30D | +5.0% | +1.2% | +3.8% | +4.6% |
| 3M | -16.4% | +32.6% | -49.0% | -24.8% |
| 6M | -14.6% | +36.1% | -50.7% | -24.5% |
| YTD | -61.9% | +12.7% | -74.5% | -63.5% |
| 1Y | -65.0% | +10.2% | -75.2% | -66.1% |
| All | -44.7% | +29.3% | -74.0% | -51.3% |
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