+105.0%
FAST vs PCOR
-22.6%
+127.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.7% | +23.7% | -23.0% | -2.8% |
| 30D | +4.6% | +39.0% | -34.4% | -0.8% |
| 3M | +6.4% | +35.8% | -29.4% | +0.8% |
| 6M | +20.6% | +38.2% | -17.6% | +13.3% |
| YTD | +34.7% | +3.9% | +30.7% | +31.9% |
| 1Y | +29.7% | +5.7% | +24.0% | +26.3% |
| 3Y | +89.9% | +44.8% | +45.2% | +68.4% |
| 5Y | +105.0% | -19.8% | +124.7% | +88.0% |
| All | +105.0% | -22.6% | +127.5% | +88.0% |
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