-80.3%
FIG vs PSX
+116.7%
-197.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.6% | -7.3% | -5.9% |
| 7D | -16.4% | +2.8% | -19.2% | -16.6% |
| 30D | -2.3% | +27.8% | -30.1% | -5.6% |
| 3M | +7.8% | +42.0% | -34.2% | +2.8% |
| 6M | -21.8% | +58.1% | -80.0% | -25.4% |
| YTD | -39.1% | +105.0% | -144.1% | -39.3% |
| 1Y | -56.6% | +104.9% | -161.6% | -56.1% |
| All | -80.3% | +116.7% | -197.0% | -78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling