+91.1%
PCG vs FAST
+76,149.7%
-76,058.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | 0.0% | +0.7% | -0.7% | -0.1% |
| 30D | +5.8% | +4.6% | +1.2% | +5.0% |
| 3M | -22.8% | +6.4% | -29.1% | -23.6% |
| 6M | -18.4% | +20.6% | -39.0% | -21.1% |
| YTD | -16.9% | +34.7% | -51.5% | -21.2% |
| 1Y | -17.6% | +29.7% | -47.3% | -21.4% |
| 3Y | -20.0% | +89.9% | -109.9% | -29.0% |
| 5Y | +16.0% | +105.0% | -88.9% | +1.1% |
| 10Y | -76.7% | +594.2% | -670.9% | -83.3% |
| All | +91.1% | +76,149.7% | -76,058.6% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling