+5.3%
FAST vs PNR
-46.2%
+51.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.2% |
| 7D | +1.3% | -3.0% | +4.3% | +2.1% |
| 30D | -4.7% | -14.9% | +10.2% | -0.8% |
| 3M | +7.9% | -19.0% | +27.0% | +13.0% |
| 6M | +7.4% | -35.9% | +43.4% | +19.1% |
| YTD | +25.1% | -43.1% | +68.2% | +40.8% |
| All | +5.3% | -46.2% | +51.6% | +20.0% |
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