+12.2%
PTC vs FDS
+29.3%
-17.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +1.8% |
| 7D | -0.2% | -0.5% | +0.3% | -0.2% |
| 30D | +0.8% | +20.2% | -19.4% | -7.6% |
| 3M | +32.1% | +19.9% | +12.2% | +21.8% |
| 6M | +42.6% | +56.2% | -13.5% | +19.4% |
| YTD | +12.0% | +14.6% | -2.6% | -0.1% |
| 1Y | +12.2% | +31.6% | -19.4% | +1.1% |
| All | +12.2% | +29.3% | -17.1% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling