+77,018.5%
FAST vs PNR
+4,261.2%
+72,757.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +4.8% | -0.1% | +4.9% | +4.8% |
| 30D | +8.6% | +33.4% | -24.7% | -3.8% |
| 3M | +5.7% | +4.9% | +0.8% | +2.8% |
| 6M | +25.5% | -8.5% | +34.0% | +27.7% |
| YTD | +39.6% | -32.1% | +71.7% | +58.8% |
| 1Y | +35.5% | -35.0% | +70.5% | +56.7% |
| 3Y | +96.2% | +17.6% | +78.6% | +75.7% |
| 5Y | +110.2% | +0.9% | +109.3% | +96.9% |
| 10Y | +531.8% | +101.4% | +430.5% | +337.6% |
| All | +77,018.5% | +4,261.2% | +72,757.3% | +20,888.2% |
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 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