+605.3%
PTC vs FLR
+482.5%
+122.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -0.7% |
| 7D | -0.2% | -0.8% | +0.6% | -0.1% |
| 30D | +0.8% | -9.1% | +9.9% | +3.2% |
| 3M | +32.1% | -4.7% | +36.8% | +32.4% |
| 6M | +42.6% | -14.2% | +56.9% | +44.2% |
| YTD | +12.0% | +17.3% | -5.3% | +2.4% |
| 1Y | +12.2% | +4.3% | +7.9% | +5.9% |
| 3Y | +31.2% | +30.7% | +0.5% | +9.3% |
| 5Y | +54.9% | +101.3% | -46.4% | +8.3% |
| 10Y | +343.1% | +12.4% | +330.8% | +190.1% |
| All | +605.3% | +482.5% | +122.8% | +73.7% |
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