+4,166.4%
FFIV vs PTC
+499.0%
+3,667.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.3% |
| 7D | -4.2% | +1.3% | -5.5% | -4.6% |
| 30D | -33.9% | +1.1% | -35.0% | -34.1% |
| 3M | -22.6% | +30.1% | -52.8% | -32.0% |
| 6M | -10.4% | +34.0% | -44.4% | -23.2% |
| YTD | +24.3% | +12.8% | +11.5% | +13.6% |
| 1Y | +31.8% | +10.7% | +21.1% | +21.2% |
| 3Y | +99.5% | +29.6% | +69.9% | +69.8% |
| 5Y | +40.7% | +63.5% | -22.8% | +7.9% |
| 10Y | +126.9% | +316.7% | -189.8% | +12.2% |
| All | +4,166.4% | +499.0% | +3,667.3% | +906.5% |
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 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