+90.1%
PEP vs FAST
+541.5%
-451.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | +1.1% | +4.3% | -3.2% | -0.2% |
| 30D | +13.6% | +8.3% | +5.3% | +10.9% |
| 3M | +5.1% | +6.5% | -1.4% | +3.1% |
| 6M | -1.6% | +29.5% | -31.1% | -9.2% |
| YTD | +3.3% | +41.3% | -37.9% | -7.4% |
| 1Y | +3.2% | +37.4% | -34.2% | -6.8% |
| 3Y | -3.9% | +98.5% | -102.4% | -24.1% |
| 5Y | +4.0% | +111.1% | -107.1% | -20.8% |
| 10Y | +90.1% | +548.6% | -458.4% | +14.7% |
| All | +90.1% | +541.5% | -451.3% | +14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling