+537.5%
FAST vs PSLV
+148.5%
+389.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.3% |
| 7D | +5.0% | -4.3% | +9.3% | +5.3% |
| 30D | +8.6% | -16.6% | +25.2% | +9.8% |
| 3M | +6.9% | -24.6% | +31.5% | +8.8% |
| 6M | +29.6% | -42.5% | +72.1% | +34.2% |
| YTD | +41.4% | -31.7% | +73.1% | +42.5% |
| 1Y | +38.5% | -8.7% | +47.2% | +35.9% |
| 3Y | +98.7% | +113.6% | -14.9% | +76.1% |
| 5Y | +108.0% | +83.3% | +24.7% | +85.1% |
| All | +537.5% | +148.5% | +389.0% | +419.7% |
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