-76.7%
PCG vs FAST
+606.6%
-683.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.3% |
| 7D | -1.1% | +3.8% | -4.9% | -2.4% |
| 30D | +0.1% | +8.1% | -8.0% | -2.6% |
| 3M | -24.4% | +5.8% | -30.2% | -26.0% |
| 6M | -17.7% | +24.9% | -42.5% | -24.0% |
| YTD | -17.4% | +38.9% | -56.3% | -26.8% |
| 1Y | -19.4% | +36.5% | -55.8% | -28.2% |
| 3Y | -18.6% | +98.1% | -116.7% | -38.1% |
| 5Y | +10.2% | +109.3% | -99.1% | -19.4% |
| 10Y | -76.7% | +547.9% | -624.6% | -86.1% |
| All | -76.7% | +606.6% | -683.3% | -86.1% |
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