+3,159.9%
PEP vs FAST
+71,032.6%
-67,872.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.8% |
| 7D | -1.4% | -0.4% | -1.0% | -1.3% |
| 30D | +0.2% | -0.8% | +1.0% | +0.3% |
| 3M | -1.1% | +5.8% | -6.9% | -2.2% |
| 6M | -13.5% | +8.0% | -21.5% | -14.8% |
| YTD | -1.2% | +25.6% | -26.8% | -5.4% |
| 1Y | -1.6% | +0.8% | -2.4% | -2.2% |
| 3Y | -12.5% | +86.1% | -98.6% | -22.6% |
| 5Y | +3.0% | +100.2% | -97.2% | -10.5% |
| 10Y | +73.9% | +494.2% | -420.3% | +24.7% |
| All | +3,159.9% | +71,032.6% | -67,872.6% | +757.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling