+50.3%
FANG vs PTC
-10.7%
+60.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +1.2% | -14.2% | +15.4% | +4.0% |
| 30D | +2.4% | -14.4% | +16.8% | +5.1% |
| 3M | +5.1% | -4.7% | +9.8% | +5.8% |
| 6M | +16.4% | -19.3% | +35.7% | +21.8% |
| YTD | +39.0% | -26.1% | +65.1% | +48.8% |
| 1Y | +50.6% | -37.1% | +87.7% | +69.7% |
| All | +50.3% | -10.7% | +60.9% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling