+3.7%
PEP vs FAST
+32.0%
-28.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.3% |
| 7D | +7.4% | +3.4% | +4.0% | +6.5% |
| 30D | +13.3% | +5.5% | +7.8% | +11.9% |
| 3M | +3.5% | +7.6% | -4.1% | +1.6% |
| 6M | -5.9% | +19.8% | -25.7% | -10.0% |
| YTD | +2.3% | +35.5% | -33.2% | -4.0% |
| 1Y | +3.7% | +31.6% | -27.9% | -2.4% |
| All | +3.7% | +32.0% | -28.3% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 1y: compounded portfolio wealth divided by compounded FAST 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…
1y analysis · Full analysis span regression · 6 months rolling