+70.2%
PTC vs FGI
-70.6%
+140.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -0.2% | -7.0% | +6.7% | -0.1% |
| 30D | +0.8% | -4.2% | +5.0% | +0.8% |
| 3M | +32.1% | +55.6% | -23.5% | +29.6% |
| 6M | +42.6% | -3.2% | +45.8% | +40.6% |
| YTD | +12.0% | +29.1% | -17.1% | +9.0% |
| 1Y | +12.2% | +51.0% | -38.8% | +8.3% |
| 3Y | +31.2% | +1.5% | +29.7% | +25.3% |
| All | +70.2% | -70.6% | +140.7% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling