+76,638.8%
FAST vs PNC
+3,891.4%
+72,747.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +2.0% |
| 7D | +3.8% | -0.2% | +4.0% | +3.9% |
| 30D | +8.1% | +6.5% | +1.6% | +5.6% |
| 3M | +5.8% | -7.6% | +13.4% | +8.8% |
| 6M | +24.9% | +8.5% | +16.4% | +20.9% |
| YTD | +38.9% | +14.5% | +24.5% | +31.8% |
| 1Y | +36.5% | +29.7% | +6.8% | +23.6% |
| 3Y | +98.1% | +115.7% | -17.5% | +47.4% |
| 5Y | +109.3% | +34.6% | +74.7% | +80.8% |
| 10Y | +547.9% | +217.8% | +330.1% | +291.1% |
| All | +76,638.8% | +3,891.4% | +72,747.5% | +12,764.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling