+9.0%
PCG vs FAST
+110.4%
-101.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -0.5% | +4.8% | -5.2% | -1.9% |
| 30D | +0.8% | +8.6% | -7.8% | -1.8% |
| 3M | -22.0% | +5.7% | -27.7% | -23.4% |
| 6M | -17.1% | +25.5% | -42.6% | -22.9% |
| YTD | -16.9% | +39.6% | -56.5% | -25.2% |
| 1Y | -19.1% | +35.5% | -54.6% | -26.6% |
| 3Y | -19.4% | +96.2% | -115.7% | -37.0% |
| 5Y | +9.0% | +110.2% | -101.2% | -22.9% |
| All | +9.0% | +110.4% | -101.4% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling