+852.8%
PM vs FAST
+1,542.1%
-689.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.5% |
| 7D | -3.4% | +0.7% | -4.0% | -3.5% |
| 30D | +5.8% | +4.6% | +1.2% | +4.6% |
| 3M | +6.7% | +6.4% | +0.3% | +4.8% |
| 6M | +19.9% | +20.6% | -0.7% | +13.7% |
| YTD | +27.8% | +34.7% | -6.9% | +17.0% |
| 1Y | +39.4% | +29.7% | +9.7% | +28.9% |
| 3Y | +146.9% | +89.9% | +57.0% | +100.9% |
| 5Y | +166.6% | +105.0% | +61.7% | +108.8% |
| 10Y | +242.1% | +594.2% | -352.1% | +82.0% |
| All | +852.8% | +1,542.1% | -689.2% | +254.0% |
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