+107.2%
FAST vs PENG
+115.2%
-8.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.7% | +0.1% |
| 7D | -0.4% | +4.5% | -4.9% | -0.8% |
| 30D | -0.8% | -7.1% | +6.3% | -0.3% |
| 3M | +5.8% | -27.3% | +33.0% | +7.3% |
| 6M | +8.0% | +169.6% | -161.6% | -7.2% |
| YTD | +25.6% | +164.6% | -139.0% | +7.9% |
| 1Y | +0.8% | +109.5% | -108.7% | -11.5% |
| 3Y | +86.1% | +98.9% | -12.8% | +55.8% |
| All | +107.2% | +115.2% | -8.0% | +65.8% |
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