+4,079.4%
FFIV vs PTC
+494.5%
+3,584.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -8.1% | -0.2% | -7.9% | -8.0% |
| 30D | -33.4% | +0.8% | -34.1% | -33.6% |
| 3M | -24.7% | +32.1% | -56.9% | -34.3% |
| 6M | -8.8% | +42.6% | -51.5% | -23.8% |
| YTD | +21.8% | +12.0% | +9.8% | +11.6% |
| 1Y | +25.3% | +12.2% | +13.1% | +14.6% |
| 3Y | +101.2% | +31.2% | +69.9% | +70.4% |
| 5Y | +40.2% | +54.9% | -14.7% | +9.7% |
| 10Y | +129.0% | +343.1% | -214.1% | +10.6% |
| All | +4,079.4% | +494.5% | +3,584.9% | +888.8% |
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