+352.7%
FERG vs PTC
+196.2%
+156.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.7% |
| 7D | +0.9% | -13.6% | +14.5% | +3.7% |
| 30D | -15.1% | -14.7% | -0.4% | -12.6% |
| 3M | -4.8% | -5.9% | +1.1% | -4.3% |
| 6M | -2.5% | -21.1% | +18.7% | +1.4% |
| YTD | +1.8% | -26.0% | +27.8% | +7.0% |
| 1Y | -0.3% | -36.8% | +36.5% | +8.3% |
| 3Y | +52.9% | -10.3% | +63.2% | +54.3% |
| 5Y | +69.3% | +1.2% | +68.1% | +65.5% |
| 10Y | +352.7% | +198.3% | +154.4% | +313.9% |
| All | +352.7% | +196.2% | +156.5% | +313.9% |
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