+16.5%
PTC vs FRSH
-70.6%
+87.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.7% | -1.3% | -4.9% |
| 7D | -10.3% | -8.2% | -2.1% | -8.4% |
| 30D | +1.1% | +10.5% | -9.4% | -1.2% |
| 3M | +1.6% | +32.7% | -31.1% | -5.0% |
| 6M | -13.5% | +50.3% | -63.8% | -21.6% |
| YTD | -19.1% | +3.9% | -23.0% | -20.9% |
| 1Y | -33.9% | -2.2% | -31.7% | -34.7% |
| 3Y | -3.9% | -42.9% | +39.0% | +3.1% |
| All | +16.5% | -70.6% | +87.0% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling