+74,726.4%
FAST vs PPL
+2,153.2%
+72,573.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +3.4% | +1.8% | +1.6% | +2.7% |
| 30D | +5.5% | +8.4% | -2.9% | +2.3% |
| 3M | +7.6% | +2.4% | +5.2% | +6.5% |
| 6M | +19.8% | -4.0% | +23.8% | +21.3% |
| YTD | +35.5% | +4.5% | +31.0% | +32.5% |
| 1Y | +31.6% | +1.7% | +29.9% | +29.9% |
| 3Y | +91.0% | +55.5% | +35.5% | +58.9% |
| 5Y | +105.1% | +47.0% | +58.1% | +73.6% |
| 10Y | +598.2% | +62.4% | +535.9% | +444.6% |
| All | +74,726.4% | +2,153.2% | +72,573.1% | +22,611.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling