-55.8%
FIG vs PSX
+101.0%
-156.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.5% | -4.4% |
| 7D | -16.3% | +4.5% | -20.8% | -17.1% |
| 30D | -14.3% | +26.6% | -40.9% | -18.8% |
| 3M | +7.2% | +39.3% | -32.1% | -0.5% |
| 6M | -18.6% | +56.8% | -75.4% | -25.2% |
| YTD | -35.5% | +101.8% | -137.3% | -41.4% |
| 1Y | -55.8% | +99.6% | -155.4% | -60.3% |
| All | -55.8% | +101.0% | -156.8% | -60.3% |
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