+30.3%
PG vs FAST
+113.6%
-83.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | +0.2% | +4.3% | -4.1% | -0.7% |
| 30D | +10.2% | +8.3% | +1.9% | +8.2% |
| 3M | +16.2% | +6.5% | +9.8% | +14.6% |
| 6M | +18.6% | +29.5% | -10.9% | +11.9% |
| YTD | +20.4% | +41.3% | -20.9% | +11.0% |
| 1Y | +16.2% | +37.4% | -21.2% | +7.7% |
| 3Y | +19.9% | +98.5% | -78.7% | -0.3% |
| 5Y | +30.3% | +111.1% | -80.8% | +3.8% |
| All | +30.3% | +113.6% | -83.3% | +3.8% |
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