+93.7%
FAST vs PNR
+14.7%
+79.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +0.9% |
| 7D | +2.1% | +2.8% | -0.7% | +1.2% |
| 30D | +6.9% | +31.2% | -24.3% | -2.2% |
| 3M | +4.8% | -2.1% | +6.9% | +5.7% |
| 6M | +19.8% | -14.0% | +33.7% | +25.5% |
| YTD | +34.9% | -33.6% | +68.5% | +54.0% |
| 1Y | +32.8% | -35.2% | +68.0% | +52.9% |
| 3Y | +93.7% | +15.8% | +77.9% | +78.2% |
| All | +93.7% | +14.7% | +79.0% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling