+69,298.0%
FAST vs PPL
+2,096.5%
+67,201.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.4% | +2.7% | -3.0% | -1.4% |
| 30D | -0.8% | +0.5% | -1.2% | -1.0% |
| 3M | +5.8% | +0.7% | +5.1% | +5.4% |
| 6M | +8.0% | -7.6% | +15.6% | +11.0% |
| YTD | +25.6% | +1.8% | +23.8% | +24.2% |
| 1Y | +0.8% | -0.8% | +1.6% | +0.5% |
| 3Y | +86.1% | +56.9% | +29.2% | +54.0% |
| 5Y | +100.2% | +39.5% | +60.7% | +72.9% |
| 10Y | +494.2% | +55.4% | +438.8% | +371.3% |
| All | +69,298.0% | +2,096.5% | +67,201.6% | +21,189.6% |
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