+548.6%
FAST vs PR
+72.8%
+475.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +1.1% |
| 7D | +4.3% | -0.5% | +4.8% | +4.3% |
| 30D | +8.3% | -4.6% | +12.9% | +8.5% |
| 3M | +6.5% | +4.7% | +1.8% | +6.2% |
| 6M | +29.5% | +12.4% | +17.1% | +28.6% |
| YTD | +41.3% | +62.9% | -21.6% | +37.7% |
| 1Y | +37.4% | +70.6% | -33.2% | +33.6% |
| 3Y | +98.5% | +90.0% | +8.5% | +91.2% |
| 5Y | +111.1% | +255.5% | -144.4% | +96.3% |
| 10Y | +548.6% | +78.7% | +469.8% | +602.0% |
| All | +548.6% | +72.8% | +475.8% | +602.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling