+1,577.3%
FERG vs PTC
+1,076.6%
+500.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +6.4% | +0.5% | +5.9% | +6.4% |
| 30D | +19.9% | +0.9% | +19.0% | +19.8% |
| 3M | +5.6% | +30.4% | -24.8% | +1.4% |
| 6M | +9.2% | +34.4% | -25.2% | +4.2% |
| YTD | +20.6% | +12.6% | +8.0% | +17.5% |
| 1Y | +5.7% | +10.2% | -4.5% | +3.3% |
| 3Y | +73.6% | +29.4% | +44.2% | +66.0% |
| 5Y | +86.2% | +63.7% | +22.5% | +73.0% |
| 10Y | +440.7% | +316.9% | +123.8% | +381.9% |
| All | +1,577.3% | +1,076.6% | +500.7% | +1,339.4% |
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