+613.7%
PTC vs FIVE
+868.1%
-254.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.1% | -11.1% | -7.2% |
| 7D | -10.3% | +4.3% | -14.5% | -11.2% |
| 30D | +1.1% | +12.5% | -11.4% | -1.8% |
| 3M | +1.6% | +31.2% | -29.6% | -4.9% |
| 6M | -13.5% | +14.4% | -27.8% | -17.2% |
| YTD | -19.1% | +33.9% | -52.9% | -25.4% |
| 1Y | -33.9% | +65.1% | -98.9% | -42.1% |
| 3Y | -3.9% | +49.0% | -52.9% | -18.9% |
| 5Y | +6.0% | +30.3% | -24.3% | -10.4% |
| 10Y | +223.7% | +481.1% | -257.4% | +101.2% |
| All | +613.7% | +868.1% | -254.5% | +268.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling