+60.6%
PFE vs FAST
+586.8%
-526.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -3.7% | +2.1% | -5.8% | -4.2% |
| 30D | +5.0% | +6.9% | -1.9% | +3.1% |
| 3M | +12.2% | +4.8% | +7.3% | +10.6% |
| 6M | +14.6% | +19.8% | -5.2% | +8.8% |
| YTD | +24.1% | +34.9% | -10.8% | +13.6% |
| 1Y | +26.6% | +32.8% | -6.2% | +16.4% |
| 3Y | +14.3% | +93.7% | -79.4% | -7.1% |
| 5Y | -21.9% | +105.3% | -127.2% | -38.7% |
| All | +60.6% | +586.8% | -526.2% | -23.5% |
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