+316.9%
PTC vs FDS
+132.8%
+184.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -1.5% |
| 7D | +0.5% | -2.1% | +2.6% | +1.5% |
| 30D | +0.9% | +16.0% | -15.1% | -6.7% |
| 3M | +30.4% | +18.8% | +11.6% | +19.4% |
| 6M | +34.4% | +54.1% | -19.7% | +7.3% |
| YTD | +12.6% | +17.0% | -4.4% | +1.5% |
| 1Y | +10.2% | +25.5% | -15.3% | -4.6% |
| 3Y | +29.4% | -23.3% | +52.7% | +41.2% |
| 5Y | +63.7% | -22.6% | +86.4% | +74.9% |
| 10Y | +316.9% | +130.2% | +186.7% | +154.9% |
| All | +316.9% | +132.8% | +184.1% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling