+430.3%
FERG vs PTC
+318.2%
+112.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +7.2% | +1.3% | +5.9% | +7.0% |
| 30D | +17.9% | +1.1% | +16.8% | +17.7% |
| 3M | -1.3% | +30.1% | -31.4% | -6.8% |
| 6M | +8.3% | +34.0% | -25.7% | +1.2% |
| YTD | +18.3% | +12.8% | +5.5% | +14.1% |
| 1Y | +4.7% | +10.7% | -6.0% | +1.4% |
| 3Y | +70.3% | +29.6% | +40.6% | +59.2% |
| 5Y | +84.6% | +63.5% | +21.1% | +64.8% |
| All | +430.3% | +318.2% | +112.1% | +361.5% |
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 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