+96.2%
FAST vs PBF
+69.3%
+26.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.7% | +0.6% |
| 7D | +4.8% | -15.3% | +20.1% | +5.2% |
| 30D | +8.6% | -21.8% | +30.4% | +9.3% |
| 3M | +5.7% | -0.2% | +5.9% | +5.5% |
| 6M | +25.5% | +63.6% | -38.1% | +22.7% |
| YTD | +39.6% | +147.5% | -107.9% | +31.7% |
| 1Y | +35.5% | +69.8% | -34.3% | +30.7% |
| 3Y | +96.2% | +65.3% | +30.9% | +77.6% |
| All | +96.2% | +69.3% | +26.9% | +77.6% |
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