+71.0%
PTC vs FGI
-74.8%
+145.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -25.2% | +25.1% | +0.3% |
| 7D | +0.5% | -14.4% | +14.9% | +0.7% |
| 30D | +1.2% | -11.8% | +13.0% | +1.3% |
| 3M | +27.4% | -46.2% | +73.6% | +28.5% |
| 6M | +39.2% | +5.2% | +34.0% | +37.0% |
| YTD | +12.5% | +10.5% | +2.0% | +9.7% |
| 1Y | +12.3% | +25.5% | -13.2% | +8.7% |
| 3Y | +28.8% | -16.0% | +44.8% | +23.6% |
| All | +71.0% | -74.8% | +145.8% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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