-3.5%
PTC vs FDS
-27.9%
+24.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.5% | -2.5% | -4.7% |
| 7D | -10.3% | -1.9% | -8.4% | -9.6% |
| 30D | +1.1% | +9.0% | -7.9% | -2.1% |
| 3M | +1.6% | +18.9% | -17.2% | -5.3% |
| 6M | -13.5% | +35.1% | -48.6% | -23.5% |
| YTD | -19.1% | +5.5% | -24.6% | -22.0% |
| 1Y | -33.9% | -16.8% | -17.1% | -30.0% |
| All | -3.5% | -27.9% | +24.4% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling