+108.0%
FAST vs PEG
+42.5%
+65.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +5.0% | +2.3% | +2.7% | +4.2% |
| 30D | +8.6% | +6.1% | +2.4% | +6.3% |
| 3M | +6.9% | -0.5% | +7.4% | +7.0% |
| 6M | +29.6% | -3.2% | +32.7% | +30.8% |
| YTD | +41.4% | -4.4% | +45.8% | +43.1% |
| 1Y | +38.5% | -7.4% | +45.9% | +41.8% |
| 3Y | +98.7% | +33.9% | +64.8% | +65.8% |
| 5Y | +108.0% | +42.3% | +65.7% | +64.8% |
| All | +108.0% | +42.5% | +65.6% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling