+70.0%
FDX vs PTC
+55.9%
+14.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -3.0% | -2.8% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | +6.6% | +0.8% | +5.8% | +6.4% |
| 3M | -2.1% | +32.1% | -34.2% | -10.0% |
| 6M | +2.2% | +42.6% | -40.5% | -9.3% |
| YTD | +33.9% | +12.0% | +22.0% | +29.4% |
| 1Y | +50.2% | +12.2% | +38.1% | +44.9% |
| 3Y | +65.5% | +31.2% | +34.3% | +43.6% |
| All | +70.0% | +55.9% | +14.1% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling