-20.6%
PFE vs FAST
+102.7%
-123.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.8% |
| 7D | -0.2% | +0.7% | -0.9% | -0.4% |
| 30D | +8.7% | +4.6% | +4.0% | +7.6% |
| 3M | +15.8% | +6.4% | +9.4% | +14.2% |
| 6M | +16.8% | +20.6% | -3.8% | +12.2% |
| YTD | +26.2% | +34.7% | -8.5% | +17.9% |
| 1Y | +29.9% | +29.7% | +0.3% | +22.3% |
| 3Y | +15.9% | +89.9% | -74.0% | -0.7% |
| 5Y | -20.6% | +105.0% | -125.6% | -30.8% |
| All | -20.6% | +102.7% | -123.3% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling