+65.8%
FDX vs PTC
-3.9%
+69.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.0% | +5.5% | +0.8% |
| 7D | -2.5% | -10.3% | +7.7% | -0.3% |
| 30D | +3.8% | +1.1% | +2.7% | +3.4% |
| 3M | -1.3% | +1.6% | -2.9% | -1.9% |
| 6M | +5.0% | -13.5% | +18.5% | +9.5% |
| YTD | +39.6% | -19.1% | +58.7% | +48.7% |
| 1Y | +81.1% | -33.9% | +115.0% | +107.5% |
| All | +65.8% | -3.9% | +69.7% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling