+69,298.0%
FAST vs PTC
+6,346.6%
+62,951.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.8% | +2.0% |
| 7D | -0.4% | -10.3% | +9.9% | +1.8% |
| 30D | -0.8% | +1.1% | -1.9% | -1.2% |
| 3M | +5.8% | +1.6% | +4.1% | +4.7% |
| 6M | +8.0% | -13.5% | +21.5% | +10.2% |
| YTD | +25.6% | -19.1% | +44.7% | +29.7% |
| 1Y | +0.8% | -33.9% | +34.7% | +8.4% |
| 3Y | +86.1% | -3.9% | +90.0% | +83.4% |
| 5Y | +100.2% | +6.0% | +94.2% | +91.3% |
| 10Y | +494.2% | +223.7% | +270.4% | +338.3% |
| All | +69,298.0% | +6,346.6% | +62,951.4% | +18,742.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling