+52.1%
FDX vs PTC
+10.6%
+41.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -2.1% | +0.5% | -2.5% | -2.1% |
| 30D | +10.4% | +0.9% | +9.5% | +10.4% |
| 3M | +0.5% | +30.4% | -29.9% | +0.2% |
| 6M | +6.5% | +34.4% | -27.9% | +8.0% |
| YTD | +40.2% | +12.6% | +27.7% | +48.5% |
| 1Y | +52.1% | +10.2% | +41.9% | +62.3% |
| All | +52.1% | +10.6% | +41.4% | +62.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling