+553.5%
FAST vs PBF
+303.9%
+249.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.9% |
| 7D | -0.4% | +4.3% | -4.7% | -0.8% |
| 30D | -0.8% | +22.0% | -22.8% | -2.7% |
| 3M | +5.8% | +74.5% | -68.7% | -0.2% |
| 6M | +8.0% | +67.7% | -59.7% | +1.5% |
| YTD | +25.6% | +179.2% | -153.6% | +12.0% |
| 1Y | +0.8% | +170.0% | -169.2% | -10.4% |
| 3Y | +86.1% | +66.4% | +19.7% | +69.1% |
| 5Y | +100.2% | +764.5% | -664.3% | +45.3% |
| 10Y | +494.2% | +358.5% | +135.7% | +300.6% |
| All | +553.5% | +303.9% | +249.7% | +340.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling