+51.6%
FANG vs PTC
-36.4%
+88.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.2% |
| 7D | +2.9% | -7.3% | +10.1% | +2.7% |
| 30D | +2.6% | -11.6% | +14.2% | +2.3% |
| 3M | +7.6% | +10.5% | -2.9% | +8.8% |
| 6M | +17.3% | -17.8% | +35.1% | +18.3% |
| YTD | +38.7% | -24.9% | +63.6% | +40.6% |
| 1Y | +51.6% | -36.8% | +88.5% | +61.9% |
| All | +51.6% | -36.4% | +88.1% | +61.9% |
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