+3.7%
FERG vs PTC
+10.9%
-7.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +7.2% | +1.3% | +5.9% | +7.2% |
| 30D | +17.9% | +1.1% | +16.8% | +17.9% |
| 3M | -1.3% | +30.1% | -31.4% | -1.6% |
| 6M | +8.3% | +34.0% | -25.7% | +8.5% |
| YTD | +18.3% | +12.8% | +5.5% | +24.3% |
| All | +3.7% | +10.9% | -7.2% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling