+69,298.0%
FAST vs PH
+25,185.5%
+44,112.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.4% | -3.1% | +2.7% | +1.1% |
| 30D | -0.8% | -3.2% | +2.5% | +0.6% |
| 3M | +5.8% | +10.6% | -4.8% | +0.5% |
| 6M | +8.0% | -2.1% | +10.1% | +8.2% |
| YTD | +25.6% | +10.2% | +15.4% | +19.2% |
| 1Y | +0.8% | +28.2% | -27.4% | -11.3% |
| 3Y | +86.1% | +134.9% | -48.8% | +20.0% |
| 5Y | +100.2% | +253.6% | -153.4% | +4.6% |
| 10Y | +494.2% | +804.7% | -310.6% | +85.3% |
| All | +69,298.0% | +25,185.5% | +44,112.5% | +5,803.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 all: compounded portfolio wealth divided by compounded PH 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…
all analysis · Full analysis span regression · 6 months rolling