+826.4%
FN vs PTC
+326.2%
+500.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.4% | +11.5% | +11.7% |
| 7D | +16.3% | +0.8% | +15.5% | +16.0% |
| 30D | -24.7% | +0.7% | -25.5% | -24.9% |
| 3M | -34.9% | +32.6% | -67.5% | -43.3% |
| 6M | -41.1% | +33.6% | -74.7% | -49.9% |
| YTD | -19.6% | +12.4% | -32.1% | -26.8% |
| 1Y | -18.5% | +11.2% | -29.7% | -25.4% |
| 3Y | +119.1% | +31.7% | +87.4% | +82.0% |
| 5Y | +206.9% | +60.1% | +146.9% | +128.9% |
| 10Y | +826.4% | +317.2% | +509.2% | +287.6% |
| All | +826.4% | +326.2% | +500.3% | +287.6% |
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 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