-22.1%
FPS vs PTC
+27.9%
-50.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +0.4% | +15.6% | +16.1% |
| 7D | -8.0% | +0.8% | -8.8% | -7.8% |
| 30D | -43.5% | +0.7% | -44.3% | -43.5% |
| 3M | -41.6% | +32.6% | -74.2% | -35.7% |
| 6M | -44.0% | +33.6% | -77.6% | -34.5% |
| All | -22.1% | +27.9% | -50.0% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling