+69,298.0%
FAST vs PPG
+2,762.5%
+66,535.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | -0.1% |
| 7D | -0.4% | -1.5% | +1.1% | +0.4% |
| 30D | -0.8% | -5.0% | +4.2% | +1.7% |
| 3M | +5.8% | +1.1% | +4.6% | +4.5% |
| 6M | +8.0% | -3.2% | +11.2% | +8.3% |
| YTD | +25.6% | +11.9% | +13.8% | +16.7% |
| 1Y | +0.8% | +5.3% | -4.5% | -3.8% |
| 3Y | +86.1% | -15.0% | +101.1% | +94.6% |
| 5Y | +100.2% | -19.6% | +119.8% | +110.1% |
| 10Y | +494.2% | +27.0% | +467.1% | +365.3% |
| All | +69,298.0% | +2,762.5% | +66,535.5% | +12,816.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling