+107.2%
FAST vs PWR
+443.9%
-336.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -0.4% | +3.6% | -4.0% | -1.1% |
| 30D | -0.8% | -8.6% | +7.8% | +0.9% |
| 3M | +5.8% | -13.2% | +18.9% | +8.2% |
| 6M | +8.0% | +9.9% | -1.9% | +4.1% |
| YTD | +25.6% | +48.0% | -22.4% | +12.6% |
| 1Y | +0.8% | +66.2% | -65.4% | -12.6% |
| 3Y | +86.1% | +195.1% | -109.0% | +31.2% |
| All | +107.2% | +443.9% | -336.7% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling