+884.8%
PTC vs FIVE
+826.1%
+58.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.6% |
| 7D | -0.1% | -1.7% | +1.6% | +0.2% |
| 30D | +0.8% | +14.9% | -14.1% | -2.3% |
| 3M | +39.6% | +7.6% | +31.9% | +36.4% |
| 6M | +41.5% | +6.4% | +35.1% | +37.6% |
| YTD | +11.7% | +28.1% | -16.4% | +3.7% |
| 1Y | +2.4% | +54.7% | -52.3% | -9.0% |
| 3Y | +31.9% | +36.1% | -4.1% | +13.5% |
| 5Y | +54.5% | +14.9% | +39.6% | +34.3% |
| 10Y | +342.1% | +578.8% | -236.8% | +169.4% |
| All | +884.8% | +826.1% | +58.7% | +412.5% |
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