+531.8%
FAST vs PEG
+159.1%
+372.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +4.8% | +2.6% | +2.2% | +3.8% |
| 30D | +8.6% | +3.3% | +5.3% | +7.2% |
| 3M | +5.7% | +1.1% | +4.6% | +5.1% |
| 6M | +25.5% | -1.4% | +26.9% | +25.8% |
| YTD | +39.6% | -4.6% | +44.2% | +41.4% |
| 1Y | +35.5% | -7.2% | +42.7% | +38.7% |
| 3Y | +96.2% | +33.7% | +62.5% | +68.9% |
| 5Y | +110.2% | +40.8% | +69.4% | +75.8% |
| 10Y | +531.8% | +162.8% | +369.0% | +352.8% |
| All | +531.8% | +159.1% | +372.7% | +352.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling