+2.7%
PTC vs USFR
+20.5%
-17.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -12.8% | +0.1% | -12.9% | -12.7% |
| 30D | -9.8% | +0.3% | -10.1% | -9.5% |
| 3M | -2.1% | +1.0% | -3.0% | -1.2% |
| 6M | -18.1% | +1.9% | -20.0% | -16.6% |
| YTD | -23.5% | +2.7% | -26.2% | -21.5% |
| 1Y | -37.4% | +4.0% | -41.4% | -34.9% |
| 3Y | -7.2% | +14.0% | -21.3% | +17.6% |
| 5Y | +2.7% | +20.4% | -17.7% | +71.2% |
| All | +2.7% | +20.5% | -17.8% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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