+105.3%
FAST vs PSA
+30.3%
+75.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | +2.1% | +3.9% | -1.8% | +0.6% |
| 30D | +6.9% | +19.7% | -12.8% | -0.4% |
| 3M | +4.8% | +4.3% | +0.6% | +3.0% |
| 6M | +19.8% | +11.4% | +8.4% | +14.6% |
| YTD | +34.9% | +33.9% | +0.9% | +20.0% |
| 1Y | +32.8% | +28.3% | +4.5% | +20.0% |
| 3Y | +93.7% | +53.5% | +40.3% | +57.1% |
| All | +105.3% | +30.3% | +75.0% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling