+3,967.5%
FAST vs PBR
+1,797.5%
+2,169.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.1% |
| 7D | -0.4% | +8.6% | -8.9% | -2.0% |
| 30D | -0.8% | +12.8% | -13.6% | -3.2% |
| 3M | +5.8% | +14.7% | -8.9% | +2.6% |
| 6M | +8.0% | +25.2% | -17.2% | +2.4% |
| YTD | +25.6% | +77.1% | -51.5% | +11.1% |
| 1Y | +0.8% | +69.6% | -68.8% | -10.3% |
| 3Y | +86.1% | +95.6% | -9.5% | +58.0% |
| 5Y | +100.2% | +501.8% | -401.5% | +28.9% |
| 10Y | +494.2% | +640.6% | -146.4% | +216.6% |
| All | +3,967.5% | +1,797.5% | +2,169.9% | +1,411.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling