-33.9%
PTC vs FLR
+31.2%
-65.1%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.3% | -3.7% | -6.1% |
| 7D | -10.3% | +5.4% | -15.7% | -10.1% |
| 30D | +1.1% | +11.4% | -10.2% | +1.5% |
| 3M | +1.6% | +11.4% | -9.8% | +2.2% |
| 6M | -13.5% | +16.6% | -30.1% | -14.2% |
| YTD | -19.1% | +41.7% | -60.8% | -23.9% |
| 1Y | -33.9% | +35.4% | -69.3% | -36.4% |
| All | -33.9% | +31.2% | -65.1% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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