+499.9%
FAST vs PR
+109.1%
+390.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.8% |
| 7D | -0.4% | +2.9% | -3.3% | -0.5% |
| 30D | -0.8% | +18.0% | -18.8% | -1.5% |
| 3M | +5.8% | +16.9% | -11.1% | +4.9% |
| 6M | +8.0% | +28.2% | -20.2% | +6.6% |
| YTD | +25.6% | +69.3% | -43.7% | +22.4% |
| 1Y | +0.8% | +69.5% | -68.7% | -1.9% |
| 3Y | +86.1% | +81.7% | +4.4% | +79.6% |
| 5Y | +100.2% | +422.2% | -322.0% | +83.7% |
| All | +499.9% | +109.1% | +390.8% | +536.1% |
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