+32.8%
FAST vs PCOR
-2.3%
+35.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | +2.1% | +22.7% | -20.6% | +1.7% |
| 30D | +6.9% | +37.5% | -30.6% | +6.4% |
| 3M | +4.8% | +35.2% | -30.4% | +4.5% |
| 6M | +19.8% | +42.2% | -22.5% | +18.8% |
| YTD | +34.9% | +3.6% | +31.3% | +36.1% |
| 1Y | +32.8% | -4.8% | +37.5% | +37.2% |
| All | +32.8% | -2.3% | +35.0% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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