+1,548.3%
FERG vs PTC
+1,075.0%
+473.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.4% | +10.8% | +11.2% |
| 7D | +7.3% | +0.8% | +6.5% | +7.2% |
| 30D | +18.1% | +0.7% | +17.4% | +18.0% |
| 3M | +1.6% | +32.6% | -31.0% | -2.6% |
| 6M | +8.5% | +33.6% | -25.0% | +3.6% |
| YTD | +18.6% | +12.4% | +6.1% | +15.5% |
| 1Y | +5.7% | +11.2% | -5.5% | +3.2% |
| 3Y | +74.0% | +31.7% | +42.3% | +66.1% |
| 5Y | +83.9% | +60.1% | +23.8% | +71.1% |
| 10Y | +494.6% | +317.2% | +177.4% | +430.0% |
| All | +1,548.3% | +1,075.0% | +473.3% | +1,314.8% |
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