+10.4%
PTC vs FIVE
+63.1%
-52.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.6% | -5.2% | +0.3% |
| 7D | +0.8% | +6.2% | -5.4% | +0.7% |
| 30D | +0.7% | +18.2% | -17.4% | +0.5% |
| 3M | +32.6% | +3.8% | +28.8% | +33.2% |
| 6M | +33.6% | +13.7% | +19.8% | +32.9% |
| YTD | +12.4% | +34.7% | -22.3% | +7.8% |
| All | +10.4% | +63.1% | -52.8% | +3.0% |
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