+110.2%
FAST vs PSLV
+90.6%
+19.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +0.7% |
| 7D | +4.8% | +3.9% | +0.9% | +4.6% |
| 30D | +8.6% | -16.3% | +24.9% | +9.4% |
| 3M | +5.7% | -23.0% | +28.7% | +6.9% |
| 6M | +25.5% | -36.5% | +62.0% | +28.0% |
| YTD | +39.6% | -29.6% | +69.2% | +39.9% |
| 1Y | +35.5% | -0.5% | +36.0% | +32.8% |
| 3Y | +96.2% | +120.1% | -23.9% | +74.0% |
| 5Y | +110.2% | +93.3% | +16.9% | +83.2% |
| All | +110.2% | +90.6% | +19.6% | +83.2% |
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