-51.1%
FLUT vs PTC
+6.0%
-57.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.0% | +3.9% | +0.3% |
| 7D | -1.6% | -10.3% | +8.6% | +2.8% |
| 30D | +7.7% | +1.1% | +6.6% | +6.7% |
| 3M | -0.7% | +1.6% | -2.3% | -2.6% |
| 6M | -11.2% | -13.5% | +2.3% | -6.7% |
| YTD | -53.4% | -19.1% | -34.4% | -49.8% |
| 1Y | -65.8% | -33.9% | -31.9% | -59.8% |
| 3Y | -44.9% | -3.9% | -41.0% | -46.5% |
| All | -51.1% | +6.0% | -57.1% | -56.6% |
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