+317.2%
PTC vs FDS
+135.1%
+182.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +0.8% | -5.0% | +5.8% | +3.2% |
| 30D | +0.7% | +13.8% | -13.0% | -5.9% |
| 3M | +32.6% | +14.8% | +17.8% | +23.4% |
| 6M | +33.6% | +47.4% | -13.8% | +9.0% |
| YTD | +12.4% | +14.2% | -1.7% | +2.6% |
| 1Y | +11.2% | +26.6% | -15.4% | -4.2% |
| 3Y | +31.7% | -24.4% | +56.1% | +44.7% |
| 5Y | +60.1% | -22.6% | +82.7% | +70.9% |
| 10Y | +317.2% | +130.0% | +187.2% | +153.8% |
| All | +317.2% | +135.1% | +182.1% | +153.8% |
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