+198.3%
PTC vs FLR
+17.1%
+181.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -2.8% |
| 7D | -13.6% | -3.1% | -10.4% | -13.1% |
| 30D | -14.7% | +4.9% | -19.6% | -15.3% |
| 3M | -5.9% | +10.8% | -16.7% | -8.3% |
| 6M | -21.1% | +19.7% | -40.8% | -24.7% |
| YTD | -26.0% | +38.4% | -64.4% | -31.3% |
| 1Y | -36.8% | +34.7% | -71.5% | -41.2% |
| 3Y | -10.3% | +56.7% | -66.9% | -21.0% |
| 5Y | +1.2% | +241.6% | -240.4% | -23.2% |
| 10Y | +198.3% | +20.2% | +178.1% | +146.8% |
| All | +198.3% | +17.1% | +181.1% | +146.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling