+547.9%
FAST vs PSA
+140.2%
+407.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.9% |
| 7D | +3.8% | +1.5% | +2.4% | +3.3% |
| 30D | +8.1% | +16.7% | -8.6% | +1.8% |
| 3M | +5.8% | +4.0% | +1.8% | +4.0% |
| 6M | +24.9% | +10.9% | +14.0% | +19.7% |
| YTD | +38.9% | +34.2% | +4.7% | +23.7% |
| 1Y | +36.5% | +26.6% | +9.8% | +24.1% |
| 3Y | +98.1% | +54.7% | +43.4% | +63.0% |
| 5Y | +109.3% | +30.0% | +79.3% | +82.6% |
| 10Y | +547.9% | +132.7% | +415.3% | +351.4% |
| All | +547.9% | +140.2% | +407.7% | +351.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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