+35.5%
FAST vs PFG
+44.5%
-9.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +4.8% | +3.0% | +1.8% | +3.9% |
| 30D | +8.6% | +8.2% | +0.4% | +6.2% |
| 3M | +5.7% | +2.7% | +3.0% | +4.7% |
| 6M | +25.5% | +17.2% | +8.3% | +18.2% |
| YTD | +39.6% | +34.8% | +4.9% | +23.0% |
| 1Y | +35.5% | +43.6% | -8.1% | +16.2% |
| All | +35.5% | +44.5% | -9.0% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling