+69,298.0%
FAST vs PNC
+4,099.5%
+65,198.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.4% | +1.4% | -1.8% | -0.9% |
| 30D | -0.8% | -3.8% | +3.0% | +0.6% |
| 3M | +5.8% | +9.0% | -3.3% | +2.3% |
| 6M | +8.0% | +16.6% | -8.7% | +1.9% |
| YTD | +25.6% | +20.4% | +5.2% | +17.1% |
| 1Y | +0.8% | +22.3% | -21.5% | -6.7% |
| 3Y | +86.1% | +124.5% | -38.4% | +36.1% |
| 5Y | +100.2% | +54.1% | +46.1% | +64.5% |
| 10Y | +494.2% | +276.3% | +217.9% | +238.3% |
| All | +69,298.0% | +4,099.5% | +65,198.5% | +11,328.7% |
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