+74,417.0%
FAST vs PNC
+3,789.2%
+70,627.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.2% |
| 3M | +4.8% | -10.0% | +14.9% | +8.8% |
| 6M | +19.8% | +3.1% | +16.7% | +18.1% |
| YTD | +34.9% | +11.5% | +23.4% | +29.2% |
| 1Y | +32.8% | +27.3% | +5.5% | +21.1% |
| 3Y | +93.7% | +106.4% | -12.6% | +46.5% |
| 5Y | +105.3% | +31.1% | +74.2% | +79.0% |
| 10Y | +595.4% | +231.3% | +364.1% | +314.1% |
| All | +74,417.0% | +3,789.2% | +70,627.8% | +12,509.0% |
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