+93.7%
FAST vs PWR
+221.0%
-127.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.3% | -6.1% | -0.5% |
| 7D | +2.1% | -12.9% | +14.9% | +3.3% |
| 30D | +6.9% | -22.8% | +29.7% | +9.5% |
| 3M | +4.8% | -19.0% | +23.8% | +6.7% |
| 6M | +19.8% | -31.1% | +50.9% | +24.5% |
| YTD | +34.9% | +28.2% | +6.7% | +27.6% |
| 1Y | +32.8% | +22.2% | +10.6% | +26.3% |
| 3Y | +93.7% | +222.1% | -128.4% | +42.5% |
| All | +93.7% | +221.0% | -127.2% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling