+31.6%
FAST vs PR
+87.5%
-55.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.5% | +8.2% | +1.5% |
| 7D | +3.4% | -12.1% | +15.5% | +3.2% |
| 30D | +5.5% | +0.9% | +4.6% | +5.4% |
| 3M | +7.6% | +10.1% | -2.6% | +7.8% |
| 6M | +19.8% | +1.1% | +18.7% | +20.5% |
| YTD | +35.5% | +63.7% | -28.2% | +32.1% |
| 1Y | +31.6% | +87.0% | -55.4% | +30.3% |
| All | +31.6% | +87.5% | -55.9% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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