+69.8%
PTC vs FGI
-70.3%
+140.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.1% | -11.6% | +11.5% | +0.1% |
| 30D | +0.8% | -3.3% | +4.1% | +0.8% |
| 3M | +39.6% | +65.6% | -26.0% | +36.8% |
| 6M | +41.5% | -2.8% | +44.3% | +39.5% |
| YTD | +11.7% | +30.1% | -18.4% | +8.7% |
| 1Y | +2.4% | +50.2% | -47.7% | -1.0% |
| 3Y | +31.9% | -0.4% | +32.4% | +26.2% |
| All | +69.8% | -70.3% | +140.1% | +68.4% |
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