+34.3%
FANG vs PTC
+0.1%
+34.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -4.9% |
| 7D | -11.3% | +0.1% | -11.4% | -11.3% |
| 30D | -0.7% | +1.5% | -2.2% | -0.6% |
| 3M | -4.2% | +37.8% | -41.9% | -2.7% |
| 6M | -13.5% | +41.2% | -54.7% | -10.9% |
| YTD | +23.7% | +12.0% | +11.7% | +25.1% |
| 1Y | +34.3% | +1.6% | +32.7% | +36.6% |
| All | +34.3% | +0.1% | +34.2% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling