+123.4%
FE vs PTC
+312.5%
-189.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.2% | +0.5% | +0.8% | +1.2% |
| 30D | +4.5% | +1.2% | +3.3% | +4.4% |
| 3M | +1.3% | +27.4% | -26.0% | -2.2% |
| 6M | +8.7% | +39.2% | -30.5% | +3.3% |
| YTD | +9.2% | +12.5% | -3.3% | +6.7% |
| 1Y | +7.0% | +12.3% | -5.3% | +4.5% |
| 3Y | +51.4% | +28.8% | +22.6% | +42.4% |
| 5Y | +47.7% | +60.9% | -13.2% | +32.1% |
| All | +123.4% | +312.5% | -189.0% | +70.1% |
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