+31.6%
FAST vs PSX
+97.5%
-65.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +1.8% |
| 7D | +3.4% | -5.2% | +8.6% | +3.5% |
| 30D | +5.5% | -3.7% | +9.2% | +5.8% |
| 3M | +7.6% | +26.8% | -19.2% | +7.3% |
| 6M | +19.8% | +47.3% | -27.5% | +18.6% |
| YTD | +35.5% | +105.4% | -70.0% | +24.1% |
| 1Y | +31.6% | +96.9% | -65.3% | +20.6% |
| All | +31.6% | +97.5% | -65.9% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling