+117.2%
PG vs FAST
+506.2%
-389.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -3.4% | +1.8% | -5.2% | -3.8% |
| 30D | -2.6% | -6.4% | +3.8% | -1.0% |
| 3M | -3.3% | +5.3% | -8.7% | -4.7% |
| 6M | -6.7% | +5.4% | -12.1% | -8.2% |
| YTD | +1.7% | +23.6% | -21.8% | -4.0% |
| 1Y | -7.9% | +4.1% | -12.0% | -9.5% |
| 3Y | +0.9% | +92.4% | -91.4% | -16.8% |
| 5Y | +12.6% | +106.1% | -93.4% | -10.0% |
| 10Y | +117.2% | +524.1% | -406.9% | +46.7% |
| All | +117.2% | +506.2% | -389.0% | +46.7% |
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