+272.9%
FAST vs PINS
-19.7%
+292.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.9% |
| 7D | +3.8% | -6.2% | +10.0% | +4.5% |
| 30D | +8.1% | -10.9% | +19.0% | +9.2% |
| 3M | +5.8% | -19.5% | +25.3% | +7.9% |
| 6M | +24.9% | -10.4% | +35.2% | +25.4% |
| YTD | +38.9% | -26.4% | +65.3% | +41.7% |
| 1Y | +36.5% | -29.6% | +66.1% | +39.9% |
| 3Y | +98.1% | -39.0% | +137.2% | +100.5% |
| 5Y | +109.3% | -59.1% | +168.4% | +112.3% |
| All | +272.9% | -19.7% | +292.7% | +191.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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