+330.1%
PTC vs FDS
+135.4%
+194.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +2.0% |
| 7D | -0.2% | -0.5% | +0.3% | -0.2% |
| 30D | +0.8% | +20.2% | -19.4% | -8.5% |
| 3M | +32.1% | +19.9% | +12.2% | +20.4% |
| 6M | +42.6% | +56.2% | -13.5% | +13.3% |
| YTD | +12.0% | +14.6% | -2.6% | +2.0% |
| 1Y | +12.2% | +31.6% | -19.4% | -5.3% |
| 3Y | +31.2% | -23.8% | +55.0% | +43.6% |
| 5Y | +54.9% | -22.6% | +77.5% | +65.3% |
| All | +330.1% | +135.4% | +194.8% | +155.3% |
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