+76,638.8%
FAST vs PPG
+3,087.6%
+73,551.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +1.8% |
| 7D | +3.8% | +0.3% | +3.5% | +3.6% |
| 30D | +8.1% | +20.5% | -12.5% | -2.1% |
| 3M | +5.8% | +5.3% | +0.5% | +2.5% |
| 6M | +24.9% | +15.8% | +9.1% | +14.5% |
| YTD | +38.9% | +24.6% | +14.3% | +21.6% |
| 1Y | +36.5% | +33.6% | +2.9% | +15.2% |
| 3Y | +98.1% | +5.0% | +93.1% | +85.6% |
| 5Y | +109.3% | -14.0% | +123.3% | +111.6% |
| 10Y | +547.9% | +58.2% | +489.7% | +351.5% |
| All | +76,638.8% | +3,087.6% | +73,551.2% | +13,359.3% |
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 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