+548.6%
FAST vs PFG
+189.4%
+359.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.6% |
| 7D | +4.3% | -2.2% | +6.5% | +5.1% |
| 30D | +8.3% | +6.4% | +2.0% | +5.7% |
| 3M | +6.5% | +2.2% | +4.2% | +5.3% |
| 6M | +29.5% | +16.3% | +13.2% | +21.6% |
| YTD | +41.3% | +33.2% | +8.0% | +25.5% |
| 1Y | +37.4% | +40.6% | -3.2% | +19.5% |
| 3Y | +98.5% | +83.3% | +15.2% | +53.8% |
| 5Y | +111.1% | +97.7% | +13.4% | +56.1% |
| 10Y | +548.6% | +189.9% | +358.7% | +288.6% |
| All | +548.6% | +189.4% | +359.2% | +288.6% |
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