-2.7%
FTV vs PTC
-2.9%
+0.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.1% | +0.9% |
| 7D | -4.5% | -10.3% | +5.8% | -1.2% |
| 30D | -7.1% | +1.1% | -8.2% | -7.7% |
| 3M | -7.2% | +1.6% | -8.8% | -8.5% |
| 6M | -1.5% | -13.5% | +12.0% | +2.9% |
| YTD | +3.5% | -19.1% | +22.5% | +10.6% |
| 1Y | +20.3% | -33.9% | +54.2% | +38.9% |
| All | -2.7% | -2.9% | +0.2% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling