+533.3%
FAST vs PWR
+1,844.4%
-1,311.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.4% |
| 7D | +4.2% | +11.3% | -7.1% | +0.8% |
| 30D | +6.7% | -8.9% | +15.5% | +8.5% |
| 3M | +8.0% | -10.5% | +18.5% | +10.0% |
| 6M | +27.4% | -22.2% | +49.6% | +34.1% |
| YTD | +40.5% | +42.7% | -2.3% | +18.6% |
| 1Y | +38.4% | +41.1% | -2.8% | +17.0% |
| 3Y | +98.7% | +242.7% | -144.1% | +12.0% |
| 5Y | +106.7% | +418.5% | -311.8% | -6.3% |
| All | +533.3% | +1,844.4% | -1,311.1% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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