+31.3%
FTV vs PTC
+10.5%
+20.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.6% |
| 7D | +0.4% | +0.8% | -0.4% | +0.3% |
| 30D | +17.2% | +0.7% | +16.5% | +17.1% |
| 3M | +8.9% | +32.6% | -23.7% | +5.3% |
| 6M | +11.3% | +33.6% | -22.3% | +7.8% |
| YTD | +21.9% | +12.4% | +9.5% | +25.9% |
| All | +31.3% | +10.5% | +20.8% | +36.3% |
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 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