+32.8%
FAST vs PPL
+1.2%
+31.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | +2.1% | +0.4% | +1.7% | +2.0% |
| 30D | +6.9% | +5.4% | +1.4% | +5.9% |
| 3M | +4.8% | +4.3% | +0.6% | +4.1% |
| 6M | +19.8% | -1.3% | +21.1% | +20.0% |
| YTD | +34.9% | +4.7% | +30.2% | +34.9% |
| 1Y | +32.8% | +1.3% | +31.5% | +33.2% |
| All | +32.8% | +1.2% | +31.6% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 1y: compounded portfolio wealth divided by compounded PPL 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…
1y analysis · Full analysis span regression · 6 months rolling