+409.9%
PTC vs FLR
+603.8%
-193.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.3% | -3.7% | -5.4% |
| 7D | -10.3% | +5.4% | -15.7% | -11.6% |
| 30D | +1.1% | +11.4% | -10.2% | -2.6% |
| 3M | +1.6% | +11.4% | -9.8% | -3.3% |
| 6M | -13.5% | +16.6% | -30.1% | -19.9% |
| YTD | -19.1% | +41.7% | -60.8% | -29.5% |
| 1Y | -33.9% | +35.4% | -69.3% | -41.9% |
| 3Y | -3.9% | +57.3% | -61.2% | -23.8% |
| 5Y | +6.0% | +241.0% | -234.9% | -36.6% |
| 10Y | +223.7% | +16.6% | +207.1% | +113.5% |
| All | +409.9% | +603.8% | -193.9% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling