+106.1%
FAST vs PSLV
+161.1%
-55.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.3% |
| 7D | +1.8% | +3.3% | -1.5% | +1.6% |
| 30D | -6.4% | +2.1% | -8.6% | -6.6% |
| 3M | +5.3% | +7.1% | -1.8% | +4.9% |
| 6M | +5.4% | -21.6% | +27.0% | +6.3% |
| YTD | +23.6% | -6.7% | +30.3% | +22.4% |
| 1Y | +4.1% | +59.3% | -55.2% | -0.9% |
| 3Y | +92.4% | +182.1% | -89.7% | +69.9% |
| 5Y | +106.1% | +162.6% | -56.5% | +73.6% |
| All | +106.1% | +161.1% | -55.0% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling