+32.8%
FAST vs PTC
+5.5%
+27.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.2% |
| 7D | +2.1% | -0.2% | +2.3% | +2.1% |
| 30D | +6.9% | +0.8% | +6.1% | +6.9% |
| 3M | +4.8% | +32.1% | -27.3% | +3.7% |
| 6M | +19.8% | +42.6% | -22.9% | +17.1% |
| YTD | +34.9% | +12.0% | +22.9% | +39.5% |
| 1Y | +32.8% | +12.2% | +20.6% | +37.0% |
| All | +32.8% | +5.5% | +27.2% | +37.0% |
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