+146.0%
PM vs FAST
+91.8%
+54.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -5.2% | +2.1% | -7.3% | -5.3% |
| 30D | +2.7% | +6.9% | -4.2% | +2.3% |
| 3M | +6.1% | +4.8% | +1.3% | +5.8% |
| 6M | +18.0% | +19.8% | -1.8% | +16.8% |
| YTD | +26.6% | +34.9% | -8.3% | +24.2% |
| 1Y | +36.7% | +32.8% | +3.9% | +34.1% |
| 3Y | +146.0% | +93.7% | +52.3% | +140.3% |
| All | +146.0% | +91.8% | +54.2% | +140.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling