+604.7%
FAST vs PBF
+294.5%
+310.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.7% | +8.4% | +2.3% |
| 7D | +3.4% | -0.9% | +4.3% | +3.4% |
| 30D | +5.5% | -13.7% | +19.2% | +6.7% |
| 3M | +7.6% | +10.6% | -3.0% | +6.1% |
| 6M | +19.8% | +61.2% | -41.4% | +13.3% |
| YTD | +35.5% | +172.7% | -137.3% | +20.6% |
| 1Y | +31.6% | +111.0% | -79.4% | +19.9% |
| 3Y | +91.0% | +73.6% | +17.5% | +72.5% |
| 5Y | +105.1% | +479.7% | -374.5% | +56.1% |
| 10Y | +598.2% | +312.9% | +285.3% | +377.8% |
| All | +604.7% | +294.5% | +310.1% | +374.8% |
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 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