+537.5%
FAST vs PNC
+200.7%
+336.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +5.0% | +1.9% | +3.1% | +4.2% |
| 30D | +8.6% | +6.2% | +2.3% | +5.9% |
| 3M | +6.9% | -8.7% | +15.6% | +10.8% |
| 6M | +29.6% | +9.2% | +20.4% | +24.6% |
| YTD | +41.4% | +14.3% | +27.1% | +33.2% |
| 1Y | +38.5% | +27.7% | +10.8% | +24.7% |
| 3Y | +98.7% | +113.5% | -14.8% | +43.0% |
| 5Y | +108.0% | +36.7% | +71.3% | +76.1% |
| All | +537.5% | +200.7% | +336.8% | +277.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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