+69,298.0%
FAST vs PCAR
+15,337.6%
+53,960.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.4% | -0.5% | +0.1% | -0.1% |
| 30D | -0.8% | -6.2% | +5.5% | +1.9% |
| 3M | +5.8% | +5.9% | -0.1% | +2.9% |
| 6M | +8.0% | +0.4% | +7.6% | +7.3% |
| YTD | +25.6% | +14.8% | +10.8% | +18.0% |
| 1Y | +0.8% | +30.1% | -29.3% | -10.5% |
| 3Y | +86.1% | +66.7% | +19.5% | +46.5% |
| 5Y | +100.2% | +166.1% | -65.9% | +28.2% |
| 10Y | +494.2% | +353.7% | +140.5% | +202.7% |
| All | +69,298.0% | +15,337.6% | +53,960.5% | +9,783.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling