-5.1%
PCG vs FAST
+2.3%
-7.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.7% | +2.2% |
| 7D | -13.9% | -0.4% | -13.5% | -13.8% |
| 30D | -16.9% | -0.8% | -16.1% | -16.7% |
| 3M | -14.7% | +5.8% | -20.5% | -15.9% |
| 6M | -23.8% | +8.0% | -31.8% | -25.2% |
| YTD | -10.5% | +25.6% | -36.1% | -13.4% |
| 1Y | -5.1% | +0.8% | -5.9% | -7.4% |
| All | -5.1% | +2.3% | -7.4% | -7.4% |
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