-22.6%
PTC vs FBTC
+62.5%
-85.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.8% | -5.3% |
| 7D | -12.8% | +1.5% | -14.3% | -13.0% |
| 30D | -9.8% | +20.7% | -30.5% | -12.1% |
| 3M | -2.1% | +23.7% | -25.7% | -5.0% |
| 6M | -18.1% | +15.0% | -33.1% | -20.0% |
| YTD | -23.5% | -10.5% | -13.0% | -22.9% |
| 1Y | -37.4% | -30.3% | -7.1% | -34.7% |
| All | -22.6% | +62.5% | -85.0% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling