+260.9%
PM vs FAST
+541.5%
-280.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | -7.1% | +4.3% | -11.4% | -8.0% |
| 30D | -2.8% | +8.3% | -11.1% | -4.6% |
| 3M | +6.3% | +6.5% | -0.1% | +4.7% |
| 6M | +9.6% | +29.5% | -19.9% | +2.8% |
| YTD | +25.6% | +41.3% | -15.7% | +14.6% |
| 1Y | +29.7% | +37.4% | -7.7% | +19.0% |
| 3Y | +147.6% | +98.5% | +49.0% | +101.2% |
| 5Y | +160.1% | +111.1% | +49.0% | +104.1% |
| 10Y | +260.9% | +548.6% | -287.7% | +127.1% |
| All | +260.9% | +541.5% | -280.6% | +127.1% |
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