+99.8%
FAST vs PFGC
+82.7%
+17.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +4.3% | +1.5% | +2.8% | +3.9% |
| 30D | +8.3% | +17.4% | -9.1% | +3.8% |
| 3M | +6.5% | -2.4% | +8.9% | +7.0% |
| 6M | +29.5% | +18.2% | +11.3% | +23.4% |
| YTD | +41.3% | +23.7% | +17.6% | +31.6% |
| 1Y | +37.4% | +15.0% | +22.4% | +30.9% |
| All | +99.8% | +82.7% | +17.1% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling