+576.2%
FE vs PTC
+142.6%
+433.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.0% | +5.5% | 0.0% |
| 7D | +1.9% | -10.3% | +12.2% | +2.9% |
| 30D | -1.2% | +1.1% | -2.3% | -1.4% |
| 3M | +3.5% | +1.6% | +1.9% | +3.0% |
| 6M | -6.1% | -13.5% | +7.4% | -5.2% |
| YTD | +7.6% | -19.1% | +26.7% | +9.1% |
| 1Y | +11.9% | -33.9% | +45.8% | +15.6% |
| 3Y | +48.4% | -3.9% | +52.3% | +46.9% |
| 5Y | +44.8% | +6.0% | +38.8% | +40.9% |
| 10Y | +115.9% | +223.7% | -107.9% | +85.9% |
| All | +576.2% | +142.6% | +433.6% | +394.5% |
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