+10.2%
PTC vs FIVE
+63.0%
-52.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.1% |
| 7D | +0.8% | +2.4% | -1.6% | +0.8% |
| 30D | +1.2% | +15.8% | -14.7% | +1.0% |
| 3M | +32.6% | +3.8% | +28.8% | +33.0% |
| 6M | +36.1% | +18.5% | +17.5% | +34.5% |
| YTD | +12.7% | +31.2% | -18.6% | +7.8% |
| 1Y | +10.2% | +61.8% | -51.7% | +1.9% |
| All | +10.2% | +63.0% | -52.9% | +1.9% |
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