+521.9%
FAST vs PPG
+28.9%
+493.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.1% |
| 7D | +1.8% | -3.7% | +5.5% | +3.6% |
| 30D | -6.4% | -7.2% | +0.8% | -3.2% |
| 3M | +5.3% | -7.3% | +12.7% | +8.6% |
| 6M | +5.4% | +0.3% | +5.1% | +4.0% |
| YTD | +23.6% | +6.5% | +17.0% | +18.1% |
| 1Y | +4.1% | +0.5% | +3.5% | +1.9% |
| 3Y | +92.4% | -15.3% | +107.7% | +100.9% |
| 5Y | +106.1% | -22.9% | +129.0% | +120.7% |
| All | +521.9% | +28.9% | +493.1% | +399.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling