+234.7%
PM vs FAST
+606.6%
-371.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.4% | -3.1% |
| 7D | -7.3% | +3.8% | -11.1% | -8.1% |
| 30D | -4.0% | +8.1% | -12.1% | -5.8% |
| 3M | +2.7% | +5.8% | -3.1% | +1.3% |
| 6M | +14.9% | +24.9% | -10.0% | +8.7% |
| YTD | +23.5% | +38.9% | -15.4% | +13.2% |
| 1Y | +30.4% | +36.5% | -6.1% | +19.9% |
| 3Y | +143.2% | +98.1% | +45.1% | +97.9% |
| 5Y | +159.5% | +109.3% | +50.2% | +104.2% |
| 10Y | +234.7% | +547.9% | -313.3% | +117.4% |
| All | +234.7% | +606.6% | -371.9% | +117.4% |
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