+499.9%
FAST vs PTC
+224.0%
+275.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.8% | +2.5% |
| 7D | -0.4% | -10.3% | +9.9% | +2.8% |
| 30D | -0.8% | +1.1% | -1.9% | -1.4% |
| 3M | +5.8% | +1.6% | +4.1% | +4.3% |
| 6M | +8.0% | -13.5% | +21.5% | +11.4% |
| YTD | +25.6% | -19.1% | +44.7% | +32.0% |
| 1Y | +0.8% | -33.9% | +34.7% | +12.7% |
| 3Y | +86.1% | -3.9% | +90.0% | +80.4% |
| 5Y | +100.2% | +6.0% | +94.2% | +83.8% |
| All | +499.9% | +224.0% | +275.8% | +272.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling