+120.9%
FE vs PTC
+315.4%
-194.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -0.5% | +1.3% | -1.8% | -0.7% |
| 30D | +4.3% | +1.1% | +3.2% | +4.2% |
| 3M | +0.4% | +30.1% | -29.8% | -3.4% |
| 6M | +6.9% | +34.0% | -27.1% | +2.2% |
| YTD | +8.0% | +12.8% | -4.8% | +5.5% |
| 1Y | +4.8% | +10.7% | -5.9% | +2.6% |
| 3Y | +49.0% | +29.6% | +19.3% | +40.0% |
| 5Y | +46.2% | +63.5% | -17.3% | +30.4% |
| 10Y | +120.9% | +316.7% | -195.8% | +67.3% |
| All | +120.9% | +315.4% | -194.5% | +67.3% |
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