+92.1%
FAST vs PSX
+134.3%
-42.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | +1.8% | +1.8% | 0.0% | +1.5% |
| 30D | -6.4% | +21.6% | -28.1% | -9.1% |
| 3M | +5.3% | +46.5% | -41.1% | -0.8% |
| 6M | +5.4% | +62.0% | -56.6% | -3.0% |
| YTD | +23.6% | +106.3% | -82.7% | +8.2% |
| 1Y | +4.1% | +103.0% | -98.9% | -8.8% |
| All | +92.1% | +134.3% | -42.2% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling