+3,916.3%
FDX vs PTC
+8,817.5%
-4,901.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.5% |
| 3M | -2.1% | +32.1% | -34.2% | -7.4% |
| 6M | +2.2% | +42.6% | -40.5% | -5.3% |
| YTD | +33.9% | +12.0% | +22.0% | +28.9% |
| 1Y | +50.2% | +12.2% | +38.1% | +44.5% |
| 3Y | +65.5% | +31.2% | +34.3% | +54.2% |
| 5Y | +74.1% | +54.9% | +19.2% | +56.9% |
| 10Y | +156.7% | +343.1% | -186.5% | +93.5% |
| All | +3,916.3% | +8,817.5% | -4,901.2% | +1,292.9% |
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