+238.6%
PTC vs FWONK
+281.7%
-43.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.9% |
| 7D | -13.6% | -0.6% | -13.0% | -13.4% |
| 30D | -14.7% | -5.8% | -8.9% | -13.0% |
| 3M | -5.9% | +10.0% | -15.9% | -8.8% |
| 6M | -21.1% | +14.7% | -35.8% | -24.7% |
| YTD | -26.0% | -1.7% | -24.3% | -26.1% |
| 1Y | -36.8% | -4.6% | -32.2% | -36.4% |
| 3Y | -10.3% | +46.7% | -56.9% | -23.1% |
| 5Y | +1.2% | +99.4% | -98.2% | -22.4% |
| 10Y | +198.3% | +345.6% | -147.3% | +77.5% |
| All | +238.6% | +281.7% | -43.1% | +95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling