+502.7%
FAST vs PSKY
-84.8%
+587.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.1% | +1.6% |
| 7D | +0.5% | -24.6% | +25.1% | +2.3% |
| 30D | +3.2% | -36.1% | +39.3% | +6.2% |
| 3M | +26.9% | -53.4% | +80.3% | +31.2% |
| 6M | +26.9% | -53.4% | +80.3% | +31.2% |
| YTD | +26.9% | -53.4% | +80.3% | +31.2% |
| 1Y | +24.2% | -58.4% | +82.6% | +30.2% |
| 3Y | +83.1% | -40.7% | +123.8% | +75.3% |
| 5Y | +106.5% | -80.0% | +186.5% | +125.8% |
| All | +502.7% | -84.8% | +587.5% | +518.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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