+376.3%
PSX vs FDS
+66.9%
+309.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.8% | +4.9% | +0.8% |
| 7D | +1.5% | -16.0% | +17.5% | +6.5% |
| 30D | +15.8% | -6.7% | +22.6% | +17.7% |
| 3M | +43.0% | +6.0% | +37.1% | +38.8% |
| 6M | +61.1% | +25.1% | +36.0% | +46.9% |
| YTD | +104.5% | -8.1% | +112.7% | +105.0% |
| 1Y | +102.5% | -26.0% | +128.5% | +118.0% |
| 3Y | +133.5% | -36.4% | +169.9% | +162.7% |
| 5Y | +367.0% | -27.7% | +394.7% | +381.6% |
| All | +376.3% | +66.9% | +309.5% | +234.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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