+547.9%
FAST vs PNR
+119.7%
+428.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.1% | +1.6% |
| 7D | +3.8% | -0.5% | +4.4% | +4.0% |
| 30D | +8.1% | +34.4% | -26.4% | -6.6% |
| 3M | +5.8% | +2.4% | +3.4% | +3.7% |
| 6M | +24.9% | -7.8% | +32.6% | +27.3% |
| YTD | +38.9% | -31.6% | +70.5% | +62.1% |
| 1Y | +36.5% | -33.6% | +70.1% | +61.6% |
| 3Y | +98.1% | +19.9% | +78.2% | +68.4% |
| 5Y | +109.3% | +0.8% | +108.5% | +89.7% |
| 10Y | +547.9% | +113.4% | +434.5% | +278.1% |
| All | +547.9% | +119.7% | +428.3% | +278.1% |
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