+105.0%
FAST vs PENG
+31.0%
+73.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -23.0% | +22.4% | +1.4% |
| 7D | +0.7% | -36.7% | +37.4% | +4.3% |
| 30D | +4.6% | -42.0% | +46.7% | +8.8% |
| 3M | +6.4% | -33.2% | +39.6% | +8.6% |
| 6M | +20.6% | +2.1% | +18.5% | +14.5% |
| YTD | +34.7% | +90.3% | -55.6% | +17.3% |
| 1Y | +29.7% | +67.7% | -38.0% | +14.5% |
| 3Y | +89.9% | +154.2% | -64.3% | +50.7% |
| 5Y | +105.0% | +28.3% | +76.7% | +64.1% |
| All | +105.0% | +31.0% | +73.9% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling