+489.2%
FAST vs PSX
+1,139.4%
-650.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.4% | +4.5% | -4.9% | -1.4% |
| 30D | -0.8% | +26.6% | -27.4% | -5.9% |
| 3M | +5.8% | +39.3% | -33.5% | -2.1% |
| 6M | +8.0% | +56.8% | -48.8% | -3.2% |
| YTD | +25.6% | +101.8% | -76.2% | +6.2% |
| 1Y | +0.8% | +99.6% | -98.8% | -14.8% |
| 3Y | +86.1% | +140.3% | -54.2% | +47.6% |
| 5Y | +100.2% | +339.3% | -239.1% | +32.4% |
| 10Y | +494.2% | +369.9% | +124.3% | +256.5% |
| All | +489.2% | +1,139.4% | -650.3% | +191.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling