+31.6%
FAST vs PFGC
+12.5%
+19.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +13.5% | -11.9% | -0.3% |
| 7D | +3.4% | +13.9% | -10.4% | +1.4% |
| 30D | +5.5% | +18.4% | -12.8% | +2.8% |
| 3M | +7.6% | -2.5% | +10.1% | +8.1% |
| 6M | +19.8% | +26.0% | -6.2% | +15.7% |
| YTD | +35.5% | +21.9% | +13.6% | +29.0% |
| 1Y | +31.6% | +13.4% | +18.3% | +26.5% |
| All | +31.6% | +12.5% | +19.1% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling