-25.9%
FPS vs PTC
+28.4%
-54.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.3% | -5.3% | -4.9% |
| 7D | -20.9% | +1.3% | -22.1% | -20.6% |
| 30D | -46.3% | +1.1% | -47.4% | -46.2% |
| 3M | -42.9% | +30.1% | -73.0% | -37.7% |
| 6M | -46.8% | +34.0% | -80.8% | -37.7% |
| All | -25.9% | +28.4% | -54.3% | -10.8% |
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 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