+102.2%
FE vs PTC
+334.9%
-232.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.7% | -1.5% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | +4.1% | +0.8% | +3.4% | +4.1% |
| 3M | -1.0% | +32.1% | -33.1% | -4.9% |
| 6M | +4.0% | +42.6% | -38.6% | -1.5% |
| YTD | +6.8% | +12.0% | -5.1% | +4.4% |
| 1Y | +5.3% | +12.2% | -6.9% | +2.8% |
| 3Y | +44.6% | +31.2% | +13.4% | +35.5% |
| 5Y | +44.2% | +54.9% | -10.7% | +29.8% |
| All | +102.2% | +334.9% | -232.7% | +52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling