-36.8%
PTC vs FRSH
-9.2%
-27.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -7.3% | -6.6% | -0.7% | -4.7% |
| 30D | -11.6% | +2.1% | -13.7% | -12.0% |
| 3M | +10.5% | +29.0% | -18.5% | +1.4% |
| 6M | -17.8% | +48.6% | -66.4% | -28.1% |
| YTD | -24.9% | -2.9% | -22.0% | -25.7% |
| 1Y | -36.8% | -7.9% | -28.9% | -38.8% |
| All | -36.8% | -9.2% | -27.7% | -38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling