+90.1%
FAST vs PEG
+34.5%
+55.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.4% | +0.7% | -1.1% | -0.5% |
| 30D | -0.8% | -2.4% | +1.7% | -0.3% |
| 3M | +5.8% | -4.8% | +10.5% | +6.7% |
| 6M | +8.0% | -10.7% | +18.7% | +10.2% |
| YTD | +25.6% | -6.7% | +32.3% | +27.2% |
| 1Y | +0.8% | -6.8% | +7.7% | +2.0% |
| All | +90.1% | +34.5% | +55.6% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling