+31.6%
FAST vs PCAR
+12.4%
+19.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.4% | -0.1% |
| 7D | +3.4% | +3.7% | -0.2% | +1.7% |
| 30D | +5.5% | -2.9% | +8.4% | +6.8% |
| 3M | +7.6% | -21.7% | +29.3% | +20.6% |
| 6M | +19.8% | -6.6% | +26.5% | +22.2% |
| YTD | +35.5% | -2.2% | +37.7% | +35.8% |
| 1Y | +31.6% | +12.2% | +19.4% | +23.8% |
| All | +31.6% | +12.4% | +19.2% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 1y: compounded portfolio wealth divided by compounded PCAR 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…
1y analysis · Full analysis span regression · 6 months rolling