+3,078.0%
FN vs PTC
+1,082.2%
+1,995.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.6% | -6.5% | -6.2% |
| 7D | -7.0% | +0.1% | -7.1% | -7.1% |
| 30D | -24.7% | +1.5% | -26.2% | -25.2% |
| 3M | -35.7% | +37.8% | -73.4% | -46.5% |
| 6M | -52.4% | +41.2% | -93.6% | -62.1% |
| YTD | -25.0% | +12.0% | -37.0% | -33.7% |
| 1Y | -25.7% | +1.6% | -27.3% | -31.0% |
| 3Y | +110.2% | +32.3% | +77.9% | +68.1% |
| 5Y | +192.3% | +61.4% | +131.0% | +107.4% |
| 10Y | +812.3% | +343.4% | +468.9% | +237.6% |
| All | +3,078.0% | +1,082.2% | +1,995.9% | +581.8% |
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