+575.3%
FAST vs PTC
+334.9%
+240.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | +2.1% | -0.2% | +2.3% | +2.1% |
| 30D | +6.9% | +0.8% | +6.1% | +6.7% |
| 3M | +4.8% | +32.1% | -27.3% | -4.6% |
| 6M | +19.8% | +42.6% | -22.9% | +5.4% |
| YTD | +34.9% | +12.0% | +22.9% | +27.5% |
| 1Y | +32.8% | +12.2% | +20.6% | +25.3% |
| 3Y | +93.7% | +31.2% | +62.5% | +69.9% |
| 5Y | +105.3% | +54.9% | +50.4% | +67.0% |
| All | +575.3% | +334.9% | +240.4% | +312.4% |
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