+128.5%
FTV vs PTC
+419.8%
-291.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +0.4% | +0.8% | -0.4% | +0.1% |
| 30D | +17.2% | +0.7% | +16.5% | +16.9% |
| 3M | +8.9% | +32.6% | -23.7% | -3.1% |
| 6M | +11.3% | +33.6% | -22.3% | -2.2% |
| YTD | +21.9% | +12.4% | +9.5% | +13.8% |
| 1Y | +31.6% | +11.2% | +20.3% | +23.2% |
| 3Y | +38.1% | +31.7% | +6.4% | +18.6% |
| 5Y | +15.7% | +60.1% | -44.4% | -9.2% |
| 10Y | +107.5% | +317.2% | -209.7% | +2.7% |
| All | +128.5% | +419.8% | -291.3% | +0.5% |
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