+74,290.4%
FAST vs PSA
+16,171.7%
+58,118.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | +0.7% | +7.4% | -6.7% | -2.0% |
| 30D | +4.6% | +19.1% | -14.5% | -2.2% |
| 3M | +6.4% | +5.1% | +1.3% | +4.1% |
| 6M | +20.6% | +16.2% | +4.4% | +13.6% |
| YTD | +34.7% | +35.2% | -0.5% | +19.7% |
| 1Y | +29.7% | +27.1% | +2.5% | +17.8% |
| 3Y | +89.9% | +51.7% | +38.2% | +58.6% |
| 5Y | +105.0% | +31.8% | +73.2% | +78.5% |
| 10Y | +594.2% | +148.0% | +446.2% | +362.4% |
| All | +74,290.4% | +16,171.7% | +58,118.7% | +17,770.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling