+2.5%
PTC vs FWONK
+95.7%
-93.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.3% |
| 7D | -14.2% | -1.5% | -12.7% | -13.8% |
| 30D | -14.4% | -6.8% | -7.7% | -12.5% |
| 3M | -4.7% | +7.7% | -12.4% | -7.0% |
| 6M | -19.3% | +11.0% | -30.3% | -22.2% |
| YTD | -26.1% | -3.1% | -23.0% | -25.7% |
| 1Y | -37.1% | -3.5% | -33.6% | -36.8% |
| 3Y | -10.4% | +44.6% | -55.0% | -24.9% |
| 5Y | +2.5% | +98.3% | -95.8% | -29.8% |
| All | +2.5% | +95.7% | -93.2% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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