+262.1%
FAST vs PINS
-20.2%
+282.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +0.6% |
| 7D | +2.1% | -2.1% | +4.1% | +2.3% |
| 30D | +6.9% | -6.6% | +13.5% | +7.5% |
| 3M | +4.8% | -18.7% | +23.6% | +6.8% |
| 6M | +19.8% | -10.4% | +30.2% | +20.3% |
| YTD | +34.9% | -26.8% | +61.7% | +37.7% |
| 1Y | +32.8% | -27.9% | +60.6% | +35.7% |
| 3Y | +93.7% | -38.7% | +132.4% | +95.9% |
| 5Y | +105.3% | -59.0% | +164.3% | +108.1% |
| All | +262.1% | -20.2% | +282.3% | +182.8% |
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