+63.5%
PTC vs FDS
-23.4%
+86.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | +0.8% | -2.6% | +3.4% | +2.0% |
| 30D | +1.2% | +14.1% | -12.9% | -5.4% |
| 3M | +32.6% | +19.8% | +12.8% | +21.3% |
| 6M | +36.1% | +55.0% | -18.9% | +9.8% |
| YTD | +12.7% | +15.9% | -3.2% | +3.0% |
| 1Y | +10.2% | +24.2% | -14.0% | -3.2% |
| 3Y | +29.4% | -24.0% | +53.5% | +43.9% |
| All | +63.5% | -23.4% | +86.9% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling