-10.0%
PTC vs FRSH
-46.2%
+36.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.9% |
| 7D | -13.6% | -9.6% | -4.0% | -11.0% |
| 30D | -14.7% | -0.4% | -14.2% | -14.4% |
| 3M | -5.9% | +27.2% | -33.1% | -11.4% |
| 6M | -21.1% | +42.2% | -63.3% | -28.0% |
| YTD | -26.0% | -2.6% | -23.4% | -26.9% |
| 1Y | -36.8% | -10.2% | -26.7% | -36.6% |
| All | -10.0% | -46.2% | +36.2% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling