+31.6%
FAST vs PNR
-31.2%
+62.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.0% |
| 7D | +3.4% | +11.9% | -8.5% | +1.1% |
| 30D | +5.5% | +37.1% | -31.6% | -1.4% |
| 3M | +7.6% | +5.7% | +1.9% | +7.6% |
| 6M | +19.8% | -5.7% | +25.5% | +22.7% |
| YTD | +35.5% | -29.8% | +65.3% | +47.7% |
| 1Y | +31.6% | -31.8% | +63.4% | +46.0% |
| All | +31.6% | -31.2% | +62.8% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling