+35.5%
FAST vs PTC
+10.9%
+24.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.5% |
| 7D | +4.8% | +1.3% | +3.5% | +4.7% |
| 30D | +8.6% | +1.1% | +7.5% | +8.6% |
| 3M | +5.7% | +30.1% | -24.5% | +4.6% |
| 6M | +25.5% | +34.0% | -8.6% | +23.5% |
| YTD | +39.6% | +12.8% | +26.8% | +44.3% |
| 1Y | +35.5% | +10.7% | +24.7% | +40.7% |
| All | +35.5% | +10.9% | +24.6% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling