-76.5%
PCG vs FAST
+546.1%
-622.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.0% | +5.0% | -7.0% | -3.6% |
| 30D | -2.7% | +8.6% | -11.3% | -5.5% |
| 3M | -25.1% | +6.9% | -32.0% | -26.9% |
| 6M | -22.3% | +29.6% | -51.9% | -29.3% |
| YTD | -18.5% | +41.4% | -59.9% | -28.3% |
| 1Y | -21.8% | +38.5% | -60.3% | -30.8% |
| 3Y | -21.0% | +98.7% | -119.8% | -40.1% |
| 5Y | +8.1% | +108.0% | -100.0% | -20.8% |
| All | -76.5% | +546.1% | -622.6% | -86.3% |
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