-25.1%
PTC vs FBTC
+62.0%
-87.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -13.6% | +1.1% | -14.7% | -13.7% |
| 30D | -14.7% | +22.3% | -36.9% | -17.0% |
| 3M | -5.9% | +26.0% | -31.9% | -9.0% |
| 6M | -21.1% | +13.2% | -34.3% | -22.8% |
| YTD | -26.0% | -10.7% | -15.3% | -25.4% |
| 1Y | -36.8% | -30.0% | -6.9% | -34.1% |
| All | -25.1% | +62.0% | -87.1% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded FBTC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling