+106.8%
FAST vs PBR
+527.8%
-421.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -4.0% | -0.6% |
| 7D | +1.3% | +2.5% | -1.2% | +1.2% |
| 30D | -4.7% | +19.4% | -24.1% | -5.4% |
| 3M | +7.9% | +20.8% | -12.9% | +7.0% |
| 6M | +7.4% | +23.5% | -16.0% | +6.2% |
| YTD | +25.1% | +83.4% | -58.3% | +20.8% |
| 1Y | +4.7% | +77.6% | -72.9% | +1.2% |
| 3Y | +94.7% | +99.9% | -5.2% | +86.5% |
| 5Y | +106.8% | +567.7% | -461.0% | +86.7% |
| All | +106.8% | +527.8% | -421.0% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling