-36.8%
PTC vs FLR
+33.3%
-70.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -3.4% |
| 7D | -13.6% | -3.1% | -10.4% | -13.6% |
| 30D | -14.7% | +4.9% | -19.6% | -14.5% |
| 3M | -5.9% | +10.8% | -16.7% | -5.5% |
| 6M | -21.1% | +19.7% | -40.8% | -22.5% |
| YTD | -26.0% | +38.4% | -64.4% | -30.5% |
| 1Y | -36.8% | +34.7% | -71.5% | -39.3% |
| All | -36.8% | +33.3% | -70.2% | -39.3% |
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