-20.7%
PFE vs FAST
+100.5%
-121.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.2% |
| 6M | +10.5% | +8.0% | +2.6% | +8.3% |
| YTD | +20.2% | +25.6% | -5.5% | +13.8% |
| 1Y | +24.1% | +0.8% | +23.3% | +22.9% |
| 3Y | -3.6% | +86.1% | -89.7% | -17.3% |
| All | -20.7% | +100.5% | -121.2% | -37.2% |
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