+6.3%
PTC vs FRSH
-72.6%
+78.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -14.2% | -11.2% | -3.1% | -11.7% |
| 30D | -14.4% | -0.8% | -13.6% | -14.2% |
| 3M | -4.7% | +26.4% | -31.1% | -9.8% |
| 6M | -19.3% | +48.4% | -67.7% | -26.6% |
| YTD | -26.1% | -3.1% | -23.0% | -26.5% |
| 1Y | -37.1% | -8.7% | -28.4% | -36.7% |
| 3Y | -10.4% | -45.8% | +35.4% | -2.5% |
| All | +6.3% | -72.6% | +78.9% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling