+537.5%
FAST vs PNR
+98.8%
+438.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.9% |
| 7D | +5.0% | -2.3% | +7.3% | +6.1% |
| 30D | +8.6% | +29.3% | -20.7% | -4.5% |
| 3M | +6.9% | +4.1% | +2.8% | +4.0% |
| 6M | +29.6% | -8.6% | +38.2% | +32.6% |
| YTD | +41.4% | -33.6% | +75.0% | +67.2% |
| 1Y | +38.5% | -36.4% | +74.9% | +67.2% |
| 3Y | +98.7% | +15.1% | +83.7% | +72.3% |
| 5Y | +108.0% | -3.8% | +111.8% | +92.8% |
| All | +537.5% | +98.8% | +438.7% | +285.7% |
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