-80.8%
FIG vs PSX
+116.2%
-197.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -12.2% | +1.5% | -13.7% | -12.4% |
| 30D | -11.0% | +15.8% | -26.8% | -12.9% |
| 3M | +11.9% | +43.0% | -31.1% | +6.7% |
| 6M | -21.9% | +61.1% | -83.0% | -25.0% |
| YTD | -40.8% | +104.5% | -145.3% | -40.9% |
| 1Y | -56.6% | +102.5% | -159.2% | -56.5% |
| All | -80.8% | +116.2% | -197.0% | -79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling