+137.1%
PSX vs FDS
-27.1%
+164.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.6% |
| 7D | +4.5% | -1.9% | +6.4% | +4.7% |
| 30D | +26.6% | +9.0% | +17.6% | +25.2% |
| 3M | +39.3% | +18.9% | +20.4% | +35.7% |
| 6M | +56.8% | +35.1% | +21.7% | +49.9% |
| YTD | +101.8% | +5.5% | +96.3% | +102.6% |
| 1Y | +99.6% | -16.8% | +116.4% | +115.0% |
| All | +137.1% | -27.1% | +164.2% | +166.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling