+131.7%
FAST vs PCOR
-10.0%
+141.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +19.7% | -18.0% | -1.3% |
| 7D | +3.4% | +21.8% | -18.4% | +0.1% |
| 30D | +5.5% | +39.5% | -34.0% | 0.0% |
| 3M | +7.6% | +35.2% | -27.7% | +2.1% |
| 6M | +19.8% | +21.7% | -1.9% | +14.9% |
| YTD | +35.5% | +3.9% | +31.5% | +32.6% |
| 1Y | +31.6% | +6.9% | +24.7% | +27.8% |
| 3Y | +91.0% | +44.8% | +46.3% | +70.2% |
| 5Y | +105.1% | -21.9% | +127.0% | +88.8% |
| All | +131.7% | -10.0% | +141.7% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling