+153.5%
FDX vs PTC
+312.5%
-158.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +5.2% | +0.5% | +4.7% | +5.0% |
| 30D | +11.3% | +1.2% | +10.1% | +10.9% |
| 3M | -4.1% | +27.4% | -31.5% | -13.0% |
| 6M | +9.6% | +39.2% | -29.6% | -4.7% |
| YTD | +40.9% | +12.5% | +28.4% | +31.5% |
| 1Y | +53.0% | +12.3% | +40.7% | +42.8% |
| 3Y | +74.1% | +28.8% | +45.3% | +50.2% |
| 5Y | +75.1% | +60.9% | +14.2% | +35.7% |
| All | +153.5% | +312.5% | -158.9% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling