-2.5%
PFE vs FAST
+86.1%
-88.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | +1.8% | -0.4% | +2.1% | +1.8% |
| 30D | +10.2% | -0.8% | +11.0% | +10.3% |
| 3M | +12.7% | +5.8% | +6.9% | +11.5% |
| 6M | +10.5% | +8.0% | +2.6% | +8.7% |
| YTD | +20.2% | +25.6% | -5.5% | +15.0% |
| 1Y | +24.1% | +0.8% | +23.3% | +22.9% |
| All | -2.5% | +86.1% | -88.6% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling