+4,006.0%
PG vs FAST
+71,032.5%
-67,026.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +1.9% | -0.4% | +2.2% | +1.9% |
| 30D | -0.2% | -0.8% | +0.5% | -0.2% |
| 3M | +4.8% | +5.8% | -1.0% | +3.8% |
| 6M | -6.1% | +8.0% | -14.1% | -7.4% |
| YTD | +4.5% | +25.6% | -21.2% | +0.4% |
| 1Y | -5.3% | +0.8% | -6.1% | -5.9% |
| 3Y | +2.6% | +86.1% | -83.5% | -8.3% |
| 5Y | +15.6% | +100.2% | -84.6% | +1.6% |
| 10Y | +118.0% | +494.2% | -376.2% | +60.0% |
| All | +4,006.0% | +71,032.5% | -67,026.5% | +1,430.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling