+122.6%
FTV vs PTC
+417.7%
-295.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +0.2% | -0.2% | +0.5% | +0.3% |
| 30D | +15.7% | +0.8% | +14.9% | +15.4% |
| 3M | +7.5% | +32.1% | -24.6% | -4.2% |
| 6M | +8.5% | +42.6% | -34.2% | -7.1% |
| YTD | +18.8% | +12.0% | +6.8% | +11.0% |
| 1Y | +28.5% | +12.2% | +16.4% | +19.9% |
| 3Y | +34.0% | +31.2% | +2.8% | +15.3% |
| 5Y | +12.6% | +54.9% | -42.3% | -10.6% |
| 10Y | +111.4% | +343.1% | -231.7% | +1.9% |
| All | +122.6% | +417.7% | -295.1% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling