+109.3%
FAST vs PPG
-14.3%
+123.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +2.0% |
| 7D | +3.8% | +0.3% | +3.5% | +3.6% |
| 30D | +8.1% | +20.5% | -12.5% | -0.5% |
| 3M | +5.8% | +5.3% | +0.5% | +3.1% |
| 6M | +24.9% | +15.8% | +9.1% | +16.1% |
| YTD | +38.9% | +24.6% | +14.3% | +24.0% |
| 1Y | +36.5% | +33.6% | +2.9% | +18.0% |
| 3Y | +98.1% | +5.0% | +93.1% | +87.6% |
| 5Y | +109.3% | -14.0% | +123.3% | +120.6% |
| All | +109.3% | -14.3% | +123.6% | +120.6% |
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