+8.7%
PTC vs FIVE
+31.2%
-22.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.1% | -11.1% | -7.1% |
| 7D | -10.3% | +4.3% | -14.5% | -11.1% |
| 30D | +1.1% | +12.5% | -11.4% | -1.6% |
| 3M | +1.6% | +31.2% | -29.6% | -4.5% |
| 6M | -13.5% | +14.4% | -27.8% | -17.0% |
| YTD | -19.1% | +33.9% | -52.9% | -25.1% |
| 1Y | -33.9% | +65.1% | -98.9% | -41.8% |
| 3Y | -3.9% | +49.0% | -52.9% | -16.9% |
| All | +8.7% | +31.2% | -22.6% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling