+1,348.4%
FERG vs PTC
+746.0%
+602.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.0% | +8.4% | +3.1% |
| 7D | 0.0% | -10.3% | +10.2% | +1.3% |
| 30D | -10.2% | +1.1% | -11.3% | -10.4% |
| 3M | -0.6% | +1.6% | -2.2% | -1.2% |
| 6M | -6.5% | -13.5% | +6.9% | -5.2% |
| YTD | +4.2% | -19.1% | +23.2% | +6.4% |
| 1Y | -2.3% | -33.9% | +31.6% | +2.7% |
| 3Y | +48.5% | -3.9% | +52.4% | +48.3% |
| 5Y | +72.0% | +6.0% | +66.0% | +68.6% |
| 10Y | +369.9% | +223.7% | +146.2% | +338.1% |
| All | +1,348.4% | +746.0% | +602.5% | +1,203.6% |
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 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