-18.0%
PTC vs FBTC
+65.3%
-83.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.5% | -3.5% | -5.7% |
| 7D | -10.3% | +2.9% | -13.2% | -10.6% |
| 30D | +1.1% | +23.0% | -21.9% | -1.7% |
| 3M | +1.6% | +25.6% | -24.0% | -1.7% |
| 6M | -13.5% | +9.0% | -22.5% | -14.9% |
| YTD | -19.1% | -8.9% | -10.1% | -18.6% |
| 1Y | -33.9% | -27.5% | -6.3% | -31.4% |
| All | -18.0% | +65.3% | -83.3% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling