+1,168.7%
FTI vs PTC
+1.8%
+1,166.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.4% | -0.5% |
| 7D | -0.2% | -12.8% | +12.6% | +3.6% |
| 30D | +12.3% | -9.8% | +22.1% | +15.4% |
| 3M | +13.8% | -2.1% | +15.8% | +13.2% |
| 6M | +24.3% | -18.1% | +42.4% | +31.0% |
| YTD | +75.8% | -23.5% | +99.3% | +89.2% |
| 1Y | +99.6% | -37.4% | +137.0% | +131.9% |
| 3Y | +278.4% | -7.2% | +285.6% | +262.8% |
| 5Y | +1,168.7% | +2.7% | +1,166.0% | +1,099.3% |
| All | +1,168.7% | +1.8% | +1,166.9% | +1,099.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling