+98.1%
FAST vs PBR
+69.9%
+28.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.0% |
| 7D | +3.8% | -13.3% | +17.1% | +4.3% |
| 30D | +8.1% | -27.5% | +35.5% | +9.2% |
| 3M | +5.8% | +5.2% | +0.6% | +5.1% |
| 6M | +24.9% | -6.4% | +31.2% | +24.9% |
| YTD | +38.9% | +61.6% | -22.6% | +30.8% |
| 1Y | +36.5% | +48.9% | -12.4% | +29.6% |
| 3Y | +98.1% | +70.0% | +28.1% | +87.6% |
| All | +98.1% | +69.9% | +28.2% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling