+4,029.2%
FDX vs PTC
+8,796.0%
-4,766.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.8% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | +9.6% | +0.8% | +8.8% | +9.5% |
| 3M | +2.4% | +39.6% | -37.2% | -4.1% |
| 6M | +9.2% | +41.5% | -32.3% | +1.4% |
| YTD | +37.7% | +11.7% | +26.0% | +32.6% |
| 1Y | +56.1% | +2.4% | +53.7% | +52.4% |
| 3Y | +68.9% | +31.9% | +37.0% | +57.3% |
| 5Y | +79.0% | +54.5% | +24.4% | +61.4% |
| 10Y | +163.9% | +342.1% | -178.2% | +99.0% |
| All | +4,029.2% | +8,796.0% | -4,766.8% | +1,332.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling