+160.3%
FN vs PTC
-3.9%
+164.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.0% | +9.2% | +4.6% |
| 7D | -1.7% | -10.3% | +8.6% | +0.8% |
| 30D | -22.0% | +1.1% | -23.1% | -22.8% |
| 3M | -43.0% | +1.6% | -44.6% | -43.4% |
| 6M | -27.7% | -13.5% | -14.3% | -23.1% |
| YTD | -10.5% | -19.1% | +8.5% | -1.6% |
| 1Y | +12.5% | -33.9% | +46.4% | +39.4% |
| All | +160.3% | -3.9% | +164.2% | +130.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling