+107.2%
FAST vs PTC
+6.0%
+101.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.8% | +2.4% |
| 7D | -0.4% | -10.3% | +9.9% | +2.5% |
| 30D | -0.8% | +1.1% | -1.9% | -1.4% |
| 3M | +5.8% | +1.6% | +4.1% | +4.5% |
| 6M | +8.0% | -13.5% | +21.5% | +11.7% |
| YTD | +25.6% | -19.1% | +44.7% | +32.4% |
| 1Y | +0.8% | -33.9% | +34.7% | +13.2% |
| 3Y | +86.1% | -3.9% | +90.0% | +78.6% |
| All | +107.2% | +6.0% | +101.1% | +81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling