+105.3%
FAST vs PCAR
+101.4%
+3.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.3% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +6.9% | -4.6% | +11.4% | +9.0% |
| 3M | +4.8% | -22.6% | +27.4% | +17.8% |
| 6M | +19.8% | -12.0% | +31.7% | +26.1% |
| YTD | +34.9% | -6.1% | +41.0% | +37.8% |
| 1Y | +32.8% | +6.3% | +26.5% | +27.9% |
| 3Y | +93.7% | +31.8% | +62.0% | +63.2% |
| All | +105.3% | +101.4% | +3.9% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling