+763.1%
PM vs FAST
+1,431.9%
-668.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.7% | -2.2% |
| 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% | +3.4% |
| 6M | +3.7% | +8.0% | -4.3% | +1.0% |
| YTD | +15.8% | +25.6% | -9.9% | +8.0% |
| 1Y | +17.4% | +0.8% | +16.6% | +15.9% |
| 3Y | +116.9% | +86.1% | +30.8% | +77.0% |
| 5Y | +117.3% | +100.2% | +17.1% | +70.9% |
| 10Y | +193.8% | +494.2% | -300.4% | +63.1% |
| All | +763.1% | +1,431.9% | -668.7% | +226.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling