+30.9%
PTC vs FGI
+2.3%
+28.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.1% | -11.6% | +11.5% | 0.0% |
| 30D | +0.8% | -3.3% | +4.1% | +0.8% |
| 3M | +39.6% | +65.6% | -26.0% | +37.8% |
| 6M | +41.5% | -2.8% | +44.3% | +40.0% |
| YTD | +11.7% | +30.1% | -18.4% | +10.1% |
| 1Y | +2.4% | +50.2% | -47.7% | +0.7% |
| All | +30.9% | +2.3% | +28.6% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling