-33.9%
PTC vs FIVE
+66.7%
-100.6%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.1% | -11.1% | -6.7% |
| 7D | -10.3% | +4.3% | -14.5% | -10.8% |
| 30D | +1.1% | +12.5% | -11.4% | -0.8% |
| 3M | +1.6% | +31.2% | -29.6% | -2.7% |
| 6M | -13.5% | +14.4% | -27.8% | -16.4% |
| YTD | -19.1% | +33.9% | -52.9% | -25.4% |
| 1Y | -33.9% | +65.1% | -98.9% | -43.4% |
| All | -33.9% | +66.7% | -100.6% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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