+424.2%
FERG vs PTC
+312.5%
+111.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +9.7% | +0.5% | +9.3% | +9.7% |
| 30D | +15.0% | +1.2% | +13.8% | +14.8% |
| 3M | +3.8% | +27.4% | -23.6% | -1.6% |
| 6M | +10.6% | +39.2% | -28.6% | +2.6% |
| YTD | +17.0% | +12.5% | +4.5% | +12.9% |
| 1Y | +7.1% | +12.3% | -5.2% | +3.4% |
| 3Y | +67.7% | +28.8% | +38.9% | +57.0% |
| 5Y | +76.4% | +60.9% | +15.5% | +57.8% |
| All | +424.2% | +312.5% | +111.8% | +356.7% |
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