+73.8%
PEP vs FAST
+492.5%
-418.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.9% |
| 7D | -1.4% | -0.4% | -1.0% | -1.3% |
| 30D | +0.2% | -0.8% | +1.0% | +0.4% |
| 3M | -1.1% | +5.8% | -6.9% | -2.9% |
| 6M | -13.5% | +8.0% | -21.5% | -15.8% |
| YTD | -1.2% | +25.6% | -26.8% | -8.1% |
| 1Y | -1.6% | +0.8% | -2.4% | -2.6% |
| 3Y | -12.5% | +86.1% | -98.6% | -29.4% |
| 5Y | +3.0% | +100.2% | -97.2% | -20.0% |
| All | +73.8% | +492.5% | -418.7% | +9.8% |
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