+105.0%
FAST vs PR
+225.6%
-120.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | -0.1% |
| 7D | +0.7% | -16.5% | +17.2% | +2.3% |
| 30D | +4.6% | -4.5% | +9.2% | +5.0% |
| 3M | +6.4% | +8.5% | -2.2% | +5.3% |
| 6M | +20.6% | -3.3% | +23.9% | +20.5% |
| YTD | +34.7% | +55.7% | -21.0% | +27.9% |
| 1Y | +29.7% | +82.0% | -52.4% | +21.0% |
| 3Y | +89.9% | +62.5% | +27.5% | +76.9% |
| 5Y | +105.0% | +223.9% | -119.0% | +77.6% |
| All | +105.0% | +225.6% | -120.7% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling