+229.6%
PM vs FAST
+586.8%
-357.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -5.2% | +2.1% | -7.3% | -5.7% |
| 30D | +2.7% | +6.9% | -4.2% | +1.2% |
| 3M | +5.2% | +4.8% | +0.4% | +4.0% |
| 6M | +17.0% | +19.8% | -2.8% | +11.9% |
| YTD | +25.5% | +34.9% | -9.4% | +16.1% |
| 1Y | +35.5% | +32.8% | +2.7% | +25.8% |
| 3Y | +143.9% | +93.7% | +50.2% | +100.5% |
| 5Y | +161.8% | +105.3% | +56.5% | +108.2% |
| All | +229.6% | +586.8% | -357.2% | +133.5% |
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