+520.1%
FAST vs PENG
+597.2%
-77.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +12.4% | -12.2% | -1.1% |
| 7D | +2.1% | -19.4% | +21.5% | +3.7% |
| 30D | +6.9% | -42.4% | +49.3% | +11.9% |
| 3M | +4.8% | -25.6% | +30.5% | +6.3% |
| 6M | +19.8% | +7.3% | +12.5% | +13.7% |
| YTD | +34.9% | +113.9% | -79.0% | +16.9% |
| 1Y | +32.8% | +93.6% | -60.8% | +16.2% |
| 3Y | +93.7% | +170.2% | -76.5% | +56.7% |
| 5Y | +105.3% | +44.2% | +61.1% | +70.9% |
| All | +520.1% | +597.2% | -77.1% | +338.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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