-20.2%
PFE vs FAST
+110.9%
-131.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -1.2% |
| 7D | -4.7% | +3.8% | -8.5% | -5.4% |
| 30D | +3.4% | +8.1% | -4.7% | +1.7% |
| 3M | +9.2% | +5.8% | +3.4% | +7.9% |
| 6M | +15.8% | +24.9% | -9.0% | +10.4% |
| YTD | +23.4% | +38.9% | -15.5% | +14.5% |
| 1Y | +25.8% | +36.5% | -10.6% | +17.2% |
| 3Y | +17.8% | +98.1% | -80.3% | 0.0% |
| 5Y | -20.2% | +109.3% | -129.5% | -32.5% |
| All | -20.2% | +110.9% | -131.1% | -32.5% |
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 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