+63.5%
PTC vs FIVE
+18.8%
+44.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +1.3% | +7.3% | -6.0% | -0.2% |
| 30D | +1.1% | +18.1% | -17.0% | -2.4% |
| 3M | +30.1% | +7.7% | +22.4% | +27.5% |
| 6M | +34.0% | +13.6% | +20.4% | +29.0% |
| YTD | +12.8% | +34.6% | -21.8% | +3.9% |
| 1Y | +10.7% | +66.2% | -55.5% | -2.9% |
| 3Y | +29.6% | +43.5% | -13.8% | +13.6% |
| 5Y | +63.5% | +20.7% | +42.9% | +46.1% |
| All | +63.5% | +18.8% | +44.7% | +46.1% |
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