+3,689.8%
FN vs PTC
+754.1%
+2,935.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.0% | +9.2% | +5.9% |
| 7D | -1.7% | -10.3% | +8.6% | +3.1% |
| 30D | -22.0% | +1.1% | -23.1% | -23.1% |
| 3M | -43.0% | +1.6% | -44.6% | -45.1% |
| 6M | -27.7% | -13.5% | -14.3% | -25.9% |
| YTD | -10.5% | -19.1% | +8.5% | -5.6% |
| 1Y | +12.5% | -33.9% | +46.4% | +31.4% |
| 3Y | +153.8% | -3.9% | +157.7% | +141.7% |
| 5Y | +288.0% | +6.0% | +282.0% | +243.2% |
| 10Y | +906.4% | +223.7% | +682.7% | +339.7% |
| All | +3,689.8% | +754.1% | +2,935.6% | +870.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling