+107.7%
FAST vs PNR
-15.5%
+123.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.6% |
| 7D | -0.4% | -2.4% | +2.0% | +0.6% |
| 30D | -0.8% | -12.8% | +12.0% | +4.9% |
| 3M | +5.8% | -17.0% | +22.7% | +13.1% |
| 6M | +8.0% | -37.4% | +45.4% | +30.2% |
| YTD | +25.6% | -41.6% | +67.2% | +55.3% |
| 1Y | +0.8% | -44.6% | +45.4% | +27.4% |
| 3Y | +86.1% | -12.1% | +98.2% | +84.1% |
| All | +107.7% | -15.5% | +123.2% | +107.0% |
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 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