+224.3%
FFIV vs PTC
+223.7%
+0.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.6% | +1.9% |
| 7D | -1.0% | -10.3% | +9.3% | +3.2% |
| 30D | -5.1% | +1.1% | -6.2% | -5.8% |
| 3M | -4.5% | +1.6% | -6.1% | -6.4% |
| 6M | +36.5% | -13.5% | +49.9% | +42.4% |
| YTD | +53.0% | -19.1% | +72.0% | +63.8% |
| 1Y | +24.2% | -33.9% | +58.1% | +44.0% |
| 3Y | +137.2% | -3.9% | +141.1% | +131.4% |
| 5Y | +91.8% | +6.0% | +85.7% | +75.8% |
| All | +224.3% | +223.7% | +0.6% | +69.5% |
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