+160.8%
PTC vs FND
+66.0%
+94.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.7% | -7.8% | -6.5% |
| 7D | -10.3% | -5.2% | -5.0% | -9.1% |
| 30D | +1.1% | -19.9% | +21.0% | +6.9% |
| 3M | +1.6% | +2.7% | -1.1% | -0.8% |
| 6M | -13.5% | -21.7% | +8.2% | -9.7% |
| YTD | -19.1% | -17.5% | -1.5% | -17.3% |
| 1Y | -33.9% | -39.3% | +5.4% | -26.6% |
| 3Y | -3.9% | -49.8% | +45.9% | +7.5% |
| 5Y | +6.0% | -60.1% | +66.1% | +20.0% |
| All | +160.8% | +66.0% | +94.7% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling