+507.7%
FAST vs PNC
+272.2%
+235.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | +1.3% | +2.3% | -1.0% | +0.3% |
| 30D | -4.7% | -3.8% | -0.9% | -3.2% |
| 3M | +7.9% | +7.8% | +0.1% | +4.5% |
| 6M | +7.4% | +19.7% | -12.3% | -0.5% |
| YTD | +25.1% | +19.1% | +6.0% | +15.9% |
| 1Y | +4.7% | +23.1% | -18.4% | -4.5% |
| 3Y | +94.7% | +132.1% | -37.4% | +34.2% |
| 5Y | +106.8% | +52.2% | +54.5% | +66.5% |
| 10Y | +507.7% | +271.4% | +236.3% | +166.5% |
| All | +507.7% | +272.2% | +235.5% | +166.5% |
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