+1,091.2%
PSX vs FDS
+293.7%
+797.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -7.8% | -2.0% | -5.8% | -7.3% |
| 30D | -9.9% | +13.5% | -23.4% | -13.6% |
| 3M | +16.9% | +15.2% | +1.8% | +11.0% |
| 6M | +48.0% | +47.0% | +0.9% | +27.8% |
| YTD | +98.3% | +13.9% | +84.5% | +84.5% |
| 1Y | +86.2% | +25.2% | +61.0% | +66.6% |
| 3Y | +144.0% | -25.3% | +169.3% | +161.7% |
| 5Y | +287.7% | -23.3% | +311.0% | +300.8% |
| 10Y | +338.3% | +126.0% | +212.3% | +167.2% |
| All | +1,091.2% | +293.7% | +797.5% | +483.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling