+106.8%
FAST vs PPG
-18.4%
+125.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.6% |
| 7D | +1.3% | 0.0% | +1.3% | +1.2% |
| 30D | -4.7% | -7.8% | +3.0% | -1.4% |
| 3M | +7.9% | -2.2% | +10.1% | +8.4% |
| 6M | +7.4% | +4.1% | +3.3% | +4.4% |
| YTD | +25.1% | +9.1% | +16.0% | +18.6% |
| 1Y | +4.7% | +1.0% | +3.7% | +2.5% |
| 3Y | +94.7% | -13.3% | +108.0% | +100.7% |
| 5Y | +106.8% | -19.2% | +126.0% | +118.3% |
| All | +106.8% | -18.4% | +125.1% | +118.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling