+1,054.3%
FAST vs PSLV
+117.0%
+937.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +0.8% |
| 7D | -0.4% | -0.6% | +0.3% | -0.3% |
| 30D | -0.8% | +7.3% | -8.0% | -1.2% |
| 3M | +5.8% | -7.4% | +13.2% | +6.1% |
| 6M | +8.0% | -20.3% | +28.3% | +9.1% |
| YTD | +25.6% | -8.2% | +33.9% | +24.7% |
| 1Y | +0.8% | +57.9% | -57.1% | -4.0% |
| 3Y | +86.1% | +162.1% | -76.0% | +69.1% |
| 5Y | +100.2% | +151.2% | -50.9% | +81.2% |
| 10Y | +494.2% | +191.7% | +302.5% | +424.3% |
| All | +1,054.3% | +117.0% | +937.3% | +861.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling