-16.0%
PCG vs FAST
+32.0%
-48.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | +1.9% | +3.4% | -1.5% | +0.9% |
| 30D | +8.5% | +5.5% | +3.0% | +6.7% |
| 3M | -22.9% | +7.6% | -30.5% | -24.7% |
| 6M | -16.8% | +19.8% | -36.6% | -21.3% |
| YTD | -15.8% | +35.5% | -51.2% | -20.6% |
| 1Y | -16.0% | +31.6% | -47.6% | -21.1% |
| All | -16.0% | +32.0% | -48.0% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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