+208.4%
PTC vs FLR
+21.0%
+187.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.6% |
| 7D | -12.8% | +0.7% | -13.5% | -12.9% |
| 30D | -9.8% | -0.7% | -9.1% | -9.8% |
| 3M | -2.1% | +14.3% | -16.4% | -5.0% |
| 6M | -18.1% | +25.6% | -43.7% | -22.4% |
| YTD | -23.5% | +42.9% | -66.4% | -29.3% |
| 1Y | -37.4% | +38.7% | -76.1% | -41.9% |
| 3Y | -7.2% | +61.8% | -69.0% | -18.7% |
| 5Y | +2.7% | +254.1% | -251.4% | -22.5% |
| All | +208.4% | +21.0% | +187.4% | +153.9% |
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