+46.2%
PFE vs FAST
+545.6%
-499.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -0.7% | +4.8% | -5.5% | -1.9% |
| 30D | +5.3% | +8.6% | -3.3% | +3.1% |
| 3M | +10.1% | +5.7% | +4.4% | +8.4% |
| 6M | +18.0% | +25.5% | -7.4% | +10.9% |
| YTD | +25.8% | +39.6% | -13.8% | +14.4% |
| 1Y | +28.4% | +35.5% | -7.0% | +17.7% |
| 3Y | +20.9% | +96.2% | -75.3% | -1.4% |
| 5Y | -21.5% | +110.2% | -131.7% | -38.3% |
| 10Y | +46.2% | +531.8% | -485.6% | -14.5% |
| All | +46.2% | +545.6% | -499.4% | -14.5% |
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