+105.0%
FAST vs PTC
+59.6%
+45.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | +4.6% | +0.8% | +3.8% | +4.4% |
| 3M | +6.4% | +39.6% | -33.2% | -3.1% |
| 6M | +20.6% | +41.5% | -20.9% | +8.5% |
| YTD | +34.7% | +11.7% | +23.0% | +30.2% |
| 1Y | +29.7% | +2.4% | +27.2% | +28.9% |
| 3Y | +89.9% | +31.9% | +58.0% | +66.9% |
| 5Y | +105.0% | +54.5% | +50.4% | +64.8% |
| All | +105.0% | +59.6% | +45.3% | +64.8% |
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