+105.3%
FAST vs PSX
+306.7%
-201.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +4.2% | +7.8% | -3.7% | +3.1% |
| 30D | +6.7% | -10.9% | +17.6% | +8.2% |
| 3M | +8.0% | +14.5% | -6.4% | +6.0% |
| 6M | +27.4% | +56.1% | -28.7% | +19.5% |
| YTD | +40.5% | +109.6% | -69.1% | +25.4% |
| 1Y | +38.4% | +95.5% | -57.2% | +24.7% |
| 3Y | +98.7% | +156.2% | -57.5% | +69.9% |
| All | +105.3% | +306.7% | -201.4% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling