+93.4%
FAST vs PCOR
+44.3%
+49.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.7% | +23.7% | -23.0% | -1.8% |
| 30D | +4.6% | +39.0% | -34.4% | +0.8% |
| 3M | +6.4% | +35.8% | -29.4% | +2.5% |
| 6M | +20.6% | +38.2% | -17.6% | +15.5% |
| YTD | +34.7% | +3.9% | +30.7% | +34.1% |
| 1Y | +29.7% | +5.7% | +24.0% | +28.5% |
| All | +93.4% | +44.3% | +49.1% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling