+69,298.0%
FAST vs PNR
+3,652.8%
+65,645.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.6% |
| 3M | +5.8% | -17.0% | +22.7% | +12.9% |
| 6M | +8.0% | -37.4% | +45.4% | +28.5% |
| YTD | +25.6% | -41.6% | +67.2% | +52.9% |
| 1Y | +0.8% | -44.6% | +45.4% | +25.1% |
| 3Y | +86.1% | -12.1% | +98.2% | +88.3% |
| 5Y | +100.2% | -17.4% | +117.6% | +104.5% |
| 10Y | +494.2% | +64.0% | +430.2% | +349.3% |
| All | +69,298.0% | +3,652.8% | +65,645.1% | +20,113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling