+533.3%
FAST vs PSLV
+142.8%
+390.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | -0.5% |
| 7D | +4.2% | -6.3% | +10.4% | +4.6% |
| 30D | +6.7% | -12.7% | +19.3% | +7.6% |
| 3M | +8.0% | -24.7% | +32.8% | +9.9% |
| 6M | +27.4% | -44.6% | +72.0% | +32.3% |
| YTD | +40.5% | -33.3% | +73.8% | +41.8% |
| 1Y | +38.4% | -8.6% | +46.9% | +35.7% |
| 3Y | +98.7% | +108.2% | -9.5% | +76.4% |
| 5Y | +106.7% | +79.1% | +27.6% | +84.2% |
| All | +533.3% | +142.8% | +390.6% | +417.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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