-54.4%
FPS vs PTC
+43.9%
-98.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.2% | +6.7% | +7.0% |
| 7D | -24.5% | -0.2% | -24.3% | -24.6% |
| 30D | -52.1% | +0.8% | -52.8% | -52.0% |
| 3M | -48.4% | +32.1% | -80.5% | -43.0% |
| 6M | -54.4% | +42.6% | -97.0% | -44.2% |
| All | -54.4% | +43.9% | -98.2% | -44.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling