+2.7%
PTC vs FLR
+248.0%
-245.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.9% |
| 6M | -18.1% | +25.6% | -43.7% | -22.7% |
| YTD | -23.5% | +42.9% | -66.4% | -29.9% |
| 1Y | -37.4% | +38.7% | -76.1% | -42.4% |
| 3Y | -7.2% | +61.8% | -69.0% | -21.5% |
| 5Y | +2.7% | +254.1% | -251.4% | -30.9% |
| All | +2.7% | +248.0% | -245.3% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling