+146.4%
PTC vs FND
+58.4%
+88.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.6% | -0.9% | -4.3% |
| 7D | -12.8% | +0.4% | -13.2% | -12.9% |
| 30D | -9.8% | -23.6% | +13.8% | -3.3% |
| 3M | -2.1% | +4.3% | -6.4% | -4.8% |
| 6M | -18.1% | -20.3% | +2.2% | -14.9% |
| YTD | -23.5% | -21.3% | -2.2% | -20.8% |
| 1Y | -37.4% | -45.4% | +8.0% | -28.3% |
| 3Y | -7.2% | -48.9% | +41.6% | +3.1% |
| 5Y | +2.7% | -61.0% | +63.7% | +16.9% |
| All | +146.4% | +58.4% | +88.0% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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