-76.0%
PCG vs FAST
+492.5%
-568.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.7% | +2.2% |
| 7D | -13.9% | -0.4% | -13.5% | -13.7% |
| 30D | -16.9% | -0.8% | -16.1% | -16.6% |
| 3M | -14.7% | +5.8% | -20.5% | -16.4% |
| 6M | -23.8% | +8.0% | -31.8% | -26.0% |
| YTD | -10.5% | +25.6% | -36.1% | -17.6% |
| 1Y | -5.1% | +0.8% | -5.9% | -6.1% |
| 3Y | -11.6% | +86.1% | -97.7% | -31.0% |
| 5Y | +59.0% | +100.2% | -41.2% | +19.0% |
| All | -76.0% | +492.5% | -568.5% | -84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling