+105.3%
FAST vs PNC
+30.4%
+74.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +2.1% | -1.1% | +3.2% | +2.5% |
| 30D | +6.9% | +4.5% | +2.4% | +5.1% |
| 3M | +4.8% | -10.0% | +14.9% | +9.0% |
| 6M | +19.8% | +3.1% | +16.7% | +18.0% |
| YTD | +34.9% | +11.5% | +23.4% | +28.9% |
| 1Y | +32.8% | +27.3% | +5.5% | +20.7% |
| 3Y | +93.7% | +106.4% | -12.6% | +47.1% |
| All | +105.3% | +30.4% | +74.9% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling