+469.7%
FAST vs PR
+169.5%
+300.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +79.7% |
| 5Y | +100.2% | +422.2% | -322.0% | +83.9% |
| 10Y | +494.2% | +110.4% | +383.8% | +538.2% |
| All | +469.7% | +169.5% | +300.2% | +516.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling