+537.5%
FAST vs PFGC
+346.1%
+191.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +5.0% | +0.3% | +4.8% | +5.0% |
| 30D | +8.6% | +16.1% | -7.6% | +6.0% |
| 3M | +6.9% | +2.4% | +4.5% | +6.3% |
| 6M | +29.6% | +15.7% | +13.9% | +26.4% |
| YTD | +41.4% | +22.3% | +19.1% | +36.4% |
| 1Y | +38.5% | +13.9% | +24.6% | +35.0% |
| 3Y | +98.7% | +80.3% | +18.5% | +80.7% |
| 5Y | +108.0% | +136.1% | -28.1% | +80.6% |
| All | +537.5% | +346.1% | +191.4% | +428.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling