+1,400.5%
FANG vs PTC
+519.5%
+881.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +2.6% |
| 7D | -1.7% | -12.8% | +11.1% | +4.0% |
| 30D | +6.8% | -9.8% | +16.5% | +11.1% |
| 3M | +1.3% | -2.1% | +3.4% | +0.3% |
| 6M | +11.8% | -18.1% | +29.9% | +19.1% |
| YTD | +35.1% | -23.5% | +58.6% | +47.4% |
| 1Y | +48.9% | -37.4% | +86.3% | +77.8% |
| 3Y | +42.8% | -7.2% | +50.0% | +36.3% |
| 5Y | +230.3% | +2.7% | +227.6% | +188.1% |
| 10Y | +167.0% | +203.4% | -36.4% | +23.8% |
| All | +1,400.5% | +519.5% | +881.0% | +412.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling