+117.4%
PM vs FAST
+100.5%
+16.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.7% | -2.1% |
| 7D | -4.9% | -0.4% | -4.5% | -4.8% |
| 30D | -3.4% | -0.8% | -2.6% | -3.3% |
| 3M | +5.2% | +5.8% | -0.6% | +4.3% |
| 6M | +3.7% | +8.0% | -4.3% | +2.3% |
| YTD | +15.8% | +25.6% | -9.9% | +11.5% |
| 1Y | +17.4% | +0.8% | +16.6% | +16.7% |
| 3Y | +116.9% | +86.1% | +30.8% | +89.6% |
| All | +117.4% | +100.5% | +16.9% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling