+316.7%
PTC vs FLR
+10.4%
+306.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +1.3% | +5.1% | -3.8% | +0.4% |
| 30D | +1.1% | -0.5% | +1.6% | +1.0% |
| 3M | +30.1% | -3.5% | +33.6% | +30.5% |
| 6M | +34.0% | +16.5% | +17.6% | +28.9% |
| YTD | +12.8% | +27.3% | -14.5% | +5.8% |
| 1Y | +10.7% | +10.6% | +0.1% | +6.3% |
| 3Y | +29.6% | +39.4% | -9.7% | +16.0% |
| 5Y | +63.5% | +126.4% | -62.8% | +32.2% |
| 10Y | +316.7% | +8.4% | +308.3% | +257.4% |
| All | +316.7% | +10.4% | +306.3% | +257.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling