+316.7%
PTC vs FDS
+127.5%
+189.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.5% |
| 7D | +1.3% | -2.0% | +3.3% | +2.2% |
| 30D | +1.1% | +13.5% | -12.4% | -5.5% |
| 3M | +30.1% | +15.2% | +15.0% | +21.0% |
| 6M | +34.0% | +47.0% | -13.0% | +9.5% |
| YTD | +12.8% | +13.9% | -1.1% | +3.1% |
| 1Y | +10.7% | +25.2% | -14.4% | -4.1% |
| 3Y | +29.6% | -25.3% | +55.0% | +43.3% |
| 5Y | +63.5% | -23.3% | +86.9% | +75.4% |
| 10Y | +316.7% | +126.0% | +190.7% | +156.7% |
| All | +316.7% | +127.5% | +189.2% | +156.7% |
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