+107.2%
FAST vs PCOR
-43.0%
+150.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.0% | +1.4% |
| 7D | -0.4% | -9.0% | +8.6% | +1.1% |
| 30D | -0.8% | +4.2% | -4.9% | -1.6% |
| 3M | +5.8% | +14.4% | -8.7% | +3.0% |
| 6M | +8.0% | +0.2% | +7.8% | +6.6% |
| YTD | +25.6% | -20.3% | +45.9% | +28.7% |
| 1Y | +0.8% | -16.1% | +16.9% | +1.7% |
| 3Y | +86.1% | -14.7% | +100.8% | +81.2% |
| All | +107.2% | -43.0% | +150.2% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling