+533.3%
FAST vs PBR
+585.8%
-52.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -2.0% | -0.8% |
| 7D | +4.2% | -1.0% | +5.2% | +4.3% |
| 30D | +6.7% | -29.3% | +36.0% | +11.0% |
| 3M | +8.0% | +5.5% | +2.5% | +6.7% |
| 6M | +27.4% | -2.9% | +30.3% | +26.9% |
| YTD | +40.5% | +61.5% | -21.0% | +30.2% |
| 1Y | +38.4% | +46.9% | -8.5% | +29.8% |
| 3Y | +98.7% | +66.4% | +32.2% | +81.0% |
| 5Y | +106.7% | +460.3% | -353.6% | +52.1% |
| All | +533.3% | +585.8% | -52.5% | +328.0% |
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