+4,087.3%
FDX vs PTC
+6,346.6%
-2,259.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.0% | +5.5% | +0.5% |
| 7D | -2.5% | -10.3% | +7.7% | -0.8% |
| 30D | +3.8% | +1.1% | +2.7% | +3.5% |
| 3M | -1.3% | +1.6% | -2.9% | -2.2% |
| 6M | +5.0% | -13.5% | +18.5% | +6.7% |
| YTD | +39.6% | -19.1% | +58.7% | +43.2% |
| 1Y | +81.1% | -33.9% | +115.0% | +91.9% |
| 3Y | +63.0% | -3.9% | +66.9% | +61.5% |
| 5Y | +65.6% | +6.0% | +59.6% | +60.2% |
| 10Y | +183.4% | +223.7% | -40.4% | +127.0% |
| All | +4,087.3% | +6,346.6% | -2,259.3% | +1,447.0% |
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