+524.1%
FAST vs PNR
+63.0%
+461.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.3% |
| 7D | +1.8% | -3.9% | +5.7% | +3.7% |
| 30D | -6.4% | -13.8% | +7.4% | +0.3% |
| 3M | +5.3% | -22.5% | +27.9% | +17.5% |
| 6M | +5.4% | -37.2% | +42.5% | +29.5% |
| YTD | +23.6% | -44.2% | +67.8% | +60.0% |
| 1Y | +4.1% | -46.6% | +50.7% | +37.5% |
| 3Y | +92.4% | -12.5% | +104.9% | +91.5% |
| 5Y | +106.1% | -19.3% | +125.4% | +109.0% |
| 10Y | +524.1% | +67.5% | +456.6% | +300.6% |
| All | +524.1% | +63.0% | +461.1% | +300.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling