+93.7%
FAST vs PBF
+59.0%
+34.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.4% | +7.0% | -0.2% |
| 7D | +2.1% | -13.8% | +15.8% | +2.5% |
| 30D | +6.9% | -19.6% | +26.5% | +7.4% |
| 3M | +4.8% | +10.3% | -5.4% | +4.4% |
| 6M | +19.8% | +63.4% | -43.7% | +17.1% |
| YTD | +34.9% | +152.6% | -117.7% | +27.2% |
| 1Y | +32.8% | +87.4% | -54.6% | +27.4% |
| 3Y | +93.7% | +63.3% | +30.5% | +76.0% |
| All | +93.7% | +59.0% | +34.7% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling