+98.1%
FAST vs PTC
+30.6%
+67.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.9% |
| 7D | +3.8% | +0.8% | +3.0% | +3.7% |
| 30D | +8.1% | +0.7% | +7.3% | +8.0% |
| 3M | +5.8% | +32.6% | -26.8% | +0.9% |
| 6M | +24.9% | +33.6% | -8.7% | +18.6% |
| YTD | +38.9% | +12.4% | +26.5% | +38.0% |
| 1Y | +36.5% | +11.2% | +25.3% | +36.0% |
| 3Y | +98.1% | +31.7% | +66.5% | +78.3% |
| All | +98.1% | +30.6% | +67.6% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling