+93.4%
FAST vs PSA
+52.1%
+41.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +0.7% | +7.4% | -6.7% | -1.6% |
| 30D | +4.6% | +19.1% | -14.5% | -1.1% |
| 3M | +6.4% | +5.1% | +1.3% | +4.6% |
| 6M | +20.6% | +16.2% | +4.4% | +14.8% |
| YTD | +34.7% | +35.2% | -0.5% | +22.7% |
| 1Y | +29.7% | +27.1% | +2.5% | +20.0% |
| All | +93.4% | +52.1% | +41.3% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling