+693.0%
FN vs PTC
+312.5%
+380.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.2% | -7.3% |
| 7D | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | -16.5% | +1.2% | -17.8% | -16.9% |
| 3M | -42.1% | +27.4% | -69.5% | -48.6% |
| 6M | -52.9% | +39.2% | -92.1% | -60.6% |
| YTD | -28.0% | +12.5% | -40.5% | -34.5% |
| 1Y | -18.5% | +12.3% | -30.8% | -25.8% |
| 3Y | +93.9% | +28.8% | +65.0% | +62.7% |
| 5Y | +170.5% | +60.9% | +109.6% | +101.3% |
| All | +693.0% | +312.5% | +380.5% | +234.1% |
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