+107.2%
FAST vs PSA
+13.6%
+93.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | -0.4% | -3.7% | +3.3% | +1.1% |
| 30D | -0.8% | -7.7% | +7.0% | +2.3% |
| 3M | +5.8% | -0.6% | +6.4% | +5.9% |
| 6M | +8.0% | -0.9% | +8.9% | +8.0% |
| YTD | +25.6% | +18.7% | +7.0% | +17.3% |
| 1Y | +0.8% | +7.6% | -6.8% | -2.7% |
| 3Y | +86.1% | +23.7% | +62.5% | +65.4% |
| All | +107.2% | +13.6% | +93.6% | +84.3% |
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