-58.5%
FIG vs PSX
+103.3%
-161.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.7% |
| 7D | -3.8% | +1.7% | -5.5% | -4.1% |
| 30D | -2.3% | +15.6% | -17.9% | -5.2% |
| 3M | +20.0% | +46.5% | -26.5% | +11.3% |
| 6M | -16.7% | +55.0% | -71.7% | -23.3% |
| YTD | -37.9% | +105.3% | -143.2% | -42.4% |
| 1Y | -58.5% | +101.6% | -160.1% | -61.8% |
| All | -58.5% | +103.3% | -161.8% | -61.8% |
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