+289.3%
FN vs PTC
+6.0%
+283.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.0% | +9.2% | +5.3% |
| 7D | -1.7% | -10.3% | +8.6% | +2.1% |
| 30D | -22.0% | +1.1% | -23.1% | -23.0% |
| 3M | -43.0% | +1.6% | -44.6% | -44.3% |
| 6M | -27.7% | -13.5% | -14.3% | -24.6% |
| YTD | -10.5% | -19.1% | +8.5% | -3.8% |
| 1Y | +12.5% | -33.9% | +46.4% | +35.1% |
| 3Y | +153.8% | -3.9% | +157.7% | +140.3% |
| All | +289.3% | +6.0% | +283.3% | +236.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling