+105.3%
FAST vs PNR
-2.8%
+108.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +1.1% |
| 7D | +2.1% | +2.8% | -0.7% | +0.9% |
| 30D | +6.9% | +31.2% | -24.3% | -4.7% |
| 3M | +4.8% | -2.1% | +6.9% | +5.3% |
| 6M | +19.8% | -14.0% | +33.7% | +26.0% |
| YTD | +34.9% | -33.6% | +68.5% | +57.5% |
| 1Y | +32.8% | -35.2% | +68.0% | +56.6% |
| 3Y | +93.7% | +15.8% | +77.9% | +68.2% |
| All | +105.3% | -2.8% | +108.1% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling