+361.6%
PSX vs FDS
+127.7%
+234.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +7.8% | +1.5% | +6.3% | +7.4% |
| 30D | -10.9% | +14.8% | -25.7% | -14.5% |
| 3M | +14.5% | +16.3% | -1.8% | +8.9% |
| 6M | +56.1% | +66.2% | -10.1% | +31.7% |
| YTD | +109.6% | +16.2% | +93.3% | +95.8% |
| 1Y | +95.5% | +21.8% | +73.7% | +79.1% |
| 3Y | +156.2% | -23.9% | +180.1% | +175.0% |
| 5Y | +310.0% | -23.1% | +333.1% | +328.6% |
| All | +361.6% | +127.7% | +234.0% | +199.0% |
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