+35.5%
FAST vs PBF
+82.1%
-46.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.7% | +0.4% |
| 7D | +4.8% | -15.3% | +20.1% | +4.5% |
| 30D | +8.6% | -21.8% | +30.4% | +8.1% |
| 3M | +5.7% | -0.2% | +5.9% | +6.0% |
| 6M | +25.5% | +63.6% | -38.1% | +26.3% |
| YTD | +39.6% | +147.5% | -107.9% | +33.0% |
| 1Y | +35.5% | +69.8% | -34.3% | +34.8% |
| All | +35.5% | +82.1% | -46.6% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling