+581.0%
FE vs PTC
+234.8%
+346.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | +6.4% | +0.8% | +5.6% | +6.3% |
| 3M | -0.5% | +39.6% | -40.0% | -4.0% |
| 6M | +4.7% | +41.5% | -36.7% | +0.6% |
| YTD | +8.4% | +11.7% | -3.3% | +6.2% |
| 1Y | +7.2% | +2.4% | +4.8% | +5.9% |
| 3Y | +44.9% | +31.9% | +13.0% | +38.7% |
| 5Y | +46.3% | +54.5% | -8.2% | +36.9% |
| 10Y | +110.3% | +342.1% | -231.8% | +75.2% |
| All | +581.0% | +234.8% | +346.2% | +381.3% |
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 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