+499.9%
FAST vs PFG
+244.0%
+255.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.3% |
| 7D | -0.4% | +5.5% | -5.9% | -2.5% |
| 30D | -0.8% | +2.4% | -3.1% | -1.8% |
| 3M | +5.8% | +13.6% | -7.8% | +0.3% |
| 6M | +8.0% | +27.9% | -19.9% | -2.3% |
| YTD | +25.6% | +35.6% | -9.9% | +11.0% |
| 1Y | +0.8% | +48.5% | -47.7% | -14.3% |
| 3Y | +86.1% | +66.9% | +19.2% | +49.1% |
| 5Y | +100.2% | +111.0% | -10.7% | +43.8% |
| All | +499.9% | +244.0% | +255.9% | +200.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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