+524.8%
FAST vs PPG
+26.3%
+498.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +1.4% |
| 7D | -0.4% | -5.1% | +4.7% | +2.0% |
| 30D | -6.4% | -9.6% | +3.1% | -2.0% |
| 3M | +7.1% | -6.4% | +13.5% | +9.8% |
| 6M | +7.0% | +0.5% | +6.5% | +5.5% |
| YTD | +24.1% | +4.4% | +19.7% | +19.7% |
| 1Y | +4.4% | -0.9% | +5.3% | +2.9% |
| 3Y | +93.2% | -17.0% | +110.2% | +103.7% |
| 5Y | +106.4% | -23.7% | +130.0% | +121.9% |
| All | +524.8% | +26.3% | +498.4% | +406.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PPG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling