+163.1%
PG vs FAST
+541.5%
-378.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | +0.2% | +4.3% | -4.1% | -0.9% |
| 30D | +10.2% | +8.3% | +1.9% | +7.9% |
| 3M | +16.2% | +6.5% | +9.8% | +14.3% |
| 6M | +18.6% | +29.5% | -10.9% | +10.8% |
| YTD | +20.4% | +41.3% | -20.9% | +9.5% |
| 1Y | +16.2% | +37.4% | -21.2% | +6.4% |
| 3Y | +19.9% | +98.5% | -78.7% | -2.2% |
| 5Y | +30.3% | +111.1% | -80.8% | +2.9% |
| 10Y | +163.1% | +548.6% | -385.4% | +62.4% |
| All | +163.1% | +541.5% | -378.3% | +62.4% |
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