+8.0%
PTC vs FRSH
-72.5%
+80.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -7.3% | -6.6% | -0.7% | -5.7% |
| 30D | -11.6% | +2.1% | -13.7% | -12.0% |
| 3M | +10.5% | +29.0% | -18.5% | +4.1% |
| 6M | -17.8% | +48.6% | -66.4% | -25.2% |
| YTD | -24.9% | -2.9% | -22.0% | -25.4% |
| 1Y | -36.8% | -7.9% | -28.9% | -36.6% |
| 3Y | -8.7% | -46.5% | +37.8% | -0.4% |
| All | +8.0% | -72.5% | +80.5% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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