+90.1%
FAST vs PBF
+65.3%
+24.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.8% |
| 7D | -0.4% | +4.3% | -4.7% | -0.5% |
| 30D | -0.8% | +22.0% | -22.8% | -1.3% |
| 3M | +5.8% | +74.5% | -68.7% | +3.7% |
| 6M | +8.0% | +67.7% | -59.7% | +5.6% |
| YTD | +25.6% | +179.2% | -153.6% | +19.0% |
| 1Y | +0.8% | +170.0% | -169.2% | -4.6% |
| All | +90.1% | +65.3% | +24.8% | +71.7% |
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