+6.5%
FAST vs PGR
-6.1%
+12.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.6% |
| 7D | -0.6% | -0.6% | 0.0% | -0.5% |
| 30D | -5.6% | +4.9% | -10.5% | -5.9% |
| 3M | +6.9% | +7.6% | -0.7% | +6.8% |
| 6M | +7.0% | +8.3% | -1.2% | +7.2% |
| YTD | +24.9% | +1.7% | +23.2% | +25.8% |
| 1Y | +6.5% | -6.8% | +13.3% | +8.8% |
| All | +6.5% | -6.1% | +12.5% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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