-56.6%
FPS vs PTC
+41.0%
-97.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | -0.3% | -18.6% | -18.9% |
| 7D | -35.8% | -0.1% | -35.7% | -35.8% |
| 30D | -56.0% | +0.8% | -56.8% | -55.9% |
| 3M | -52.7% | +39.6% | -92.3% | -45.8% |
| 6M | -56.6% | +41.5% | -98.1% | -47.2% |
| All | -56.6% | +41.0% | -97.6% | -47.2% |
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