+19.8%
FAST vs PCOR
+27.5%
-7.7%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +19.7% | -18.0% | +1.0% |
| 7D | +3.4% | +21.8% | -18.4% | +2.7% |
| 30D | +5.5% | +39.5% | -34.0% | +4.4% |
| 3M | +7.6% | +35.2% | -27.7% | +6.6% |
| 6M | +19.8% | +21.7% | -1.9% | +17.9% |
| All | +19.8% | +27.5% | -7.7% | +17.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling