+743.6%
FN vs PTC
+334.9%
+408.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.2% | +11.4% | +11.6% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -34.3% | +0.8% | -35.1% | -34.5% |
| 3M | -39.9% | +32.1% | -72.0% | -47.6% |
| 6M | -51.8% | +42.6% | -94.5% | -60.5% |
| YTD | -28.1% | +12.0% | -40.1% | -34.5% |
| 1Y | -29.1% | +12.2% | -41.2% | -35.4% |
| 3Y | +102.4% | +31.2% | +71.2% | +68.3% |
| 5Y | +171.7% | +54.9% | +116.8% | +105.3% |
| All | +743.6% | +334.9% | +408.6% | +237.5% |
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