-49.8%
FLUT vs PTC
+60.7%
-110.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -0.7% | +0.5% | -1.2% | -0.9% |
| 30D | +9.3% | +1.2% | +8.0% | +8.8% |
| 3M | -17.5% | +27.4% | -44.8% | -25.8% |
| 6M | -14.6% | +39.2% | -53.8% | -26.8% |
| YTD | -62.3% | +12.5% | -74.8% | -64.6% |
| 1Y | -59.6% | +12.3% | -71.9% | -62.1% |
| 3Y | -45.3% | +28.8% | -74.1% | -53.3% |
| All | -49.8% | +60.7% | -110.5% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling