+108.4%
FTV vs PTC
+313.0%
-204.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +3.7% | +0.8% | +2.9% | +3.4% |
| 30D | +16.8% | +1.2% | +15.7% | +16.4% |
| 3M | +10.4% | +32.6% | -22.2% | -1.7% |
| 6M | +12.8% | +36.1% | -23.3% | -1.4% |
| YTD | +23.3% | +12.7% | +10.6% | +15.0% |
| 1Y | +31.0% | +10.2% | +20.8% | +23.2% |
| 3Y | +38.6% | +29.4% | +9.1% | +20.0% |
| 5Y | +17.6% | +61.1% | -43.5% | -7.8% |
| All | +108.4% | +313.0% | -204.6% | +9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling