+531.8%
FAST vs PTC
+315.4%
+216.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.4% |
| 7D | +4.8% | +1.3% | +3.5% | +4.4% |
| 30D | +8.6% | +1.1% | +7.5% | +8.3% |
| 3M | +5.7% | +30.1% | -24.5% | -3.4% |
| 6M | +25.5% | +34.0% | -8.6% | +12.8% |
| YTD | +39.6% | +12.8% | +26.8% | +31.7% |
| 1Y | +35.5% | +10.7% | +24.7% | +28.5% |
| 3Y | +96.2% | +29.6% | +66.6% | +72.8% |
| 5Y | +110.2% | +63.5% | +46.7% | +68.3% |
| 10Y | +531.8% | +316.7% | +215.2% | +286.9% |
| All | +531.8% | +315.4% | +216.5% | +286.9% |
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