+93.9%
FTV vs PTC
+274.3%
-180.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.1% | +1.2% |
| 7D | -4.5% | -10.3% | +5.8% | -0.8% |
| 30D | -7.1% | +1.1% | -8.2% | -7.8% |
| 3M | -7.2% | +1.6% | -8.8% | -8.8% |
| 6M | -1.5% | -13.5% | +12.0% | +2.3% |
| YTD | +3.5% | -19.1% | +22.5% | +10.0% |
| 1Y | +20.3% | -33.9% | +54.2% | +37.5% |
| 3Y | -3.1% | -3.9% | +0.8% | -5.7% |
| 5Y | +2.3% | +6.0% | -3.7% | -6.0% |
| 10Y | +76.3% | +223.7% | -147.4% | -4.2% |
| All | +93.9% | +274.3% | -180.3% | -2.9% |
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