-80.9%
FIG vs PSX
+118.1%
-199.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.3% |
| 7D | -14.5% | +1.8% | -16.3% | -14.6% |
| 30D | -13.3% | +21.6% | -35.0% | -15.7% |
| 3M | +7.4% | +46.5% | -39.0% | +2.3% |
| 6M | -27.8% | +62.0% | -89.8% | -30.8% |
| YTD | -41.1% | +106.3% | -147.4% | -41.3% |
| 1Y | -58.7% | +103.0% | -161.7% | -58.9% |
| All | -80.9% | +118.1% | -199.0% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling