+531.8%
FAST vs PBR
+499.6%
+32.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +4.8% | -13.3% | +18.1% | +6.6% |
| 30D | +8.6% | -27.7% | +36.4% | +12.7% |
| 3M | +5.7% | +2.7% | +3.0% | +4.7% |
| 6M | +25.5% | -6.7% | +32.2% | +25.6% |
| YTD | +39.6% | +60.9% | -21.3% | +29.4% |
| 1Y | +35.5% | +46.6% | -11.1% | +27.1% |
| 3Y | +96.2% | +69.1% | +27.1% | +78.4% |
| 5Y | +110.2% | +469.6% | -359.4% | +54.3% |
| 10Y | +531.8% | +523.4% | +8.5% | +327.1% |
| All | +531.8% | +499.6% | +32.2% | +327.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling