+655.5%
FN vs PTC
+333.9%
+321.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.3% | -13.9% | -14.1% |
| 7D | -16.0% | -0.1% | -15.9% | -15.9% |
| 30D | -40.1% | +0.8% | -40.9% | -40.3% |
| 3M | -43.9% | +39.6% | -83.5% | -52.2% |
| 6M | -55.6% | +41.5% | -97.1% | -63.5% |
| YTD | -35.7% | +11.7% | -47.4% | -41.3% |
| 1Y | -39.8% | +2.4% | -42.3% | -42.7% |
| 3Y | +80.3% | +31.9% | +48.3% | +49.5% |
| 5Y | +143.3% | +54.5% | +88.8% | +84.0% |
| All | +655.5% | +333.9% | +321.6% | +202.5% |
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