-77.6%
PCG vs FAST
+586.8%
-664.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -1.6% | +2.1% | -3.7% | -2.3% |
| 30D | +1.4% | +6.9% | -5.5% | -0.9% |
| 3M | -23.4% | +4.8% | -28.2% | -24.7% |
| 6M | -19.4% | +19.8% | -39.1% | -24.4% |
| YTD | -18.5% | +34.9% | -53.4% | -26.9% |
| 1Y | -19.5% | +32.8% | -52.3% | -27.5% |
| 3Y | -21.0% | +93.7% | -114.7% | -39.1% |
| 5Y | +13.7% | +105.3% | -91.6% | -15.6% |
| All | -77.6% | +586.8% | -664.4% | -85.1% |
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 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