+1,067.6%
PSX vs FDS
+296.0%
+771.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +0.6% |
| 7D | -13.1% | -0.5% | -12.6% | -13.1% |
| 30D | -9.5% | +20.2% | -29.7% | -14.8% |
| 3M | +20.2% | +19.9% | +0.3% | +12.6% |
| 6M | +44.9% | +56.2% | -11.3% | +22.5% |
| YTD | +94.4% | +14.6% | +79.8% | +80.5% |
| 1Y | +83.1% | +31.6% | +51.5% | +60.7% |
| 3Y | +132.2% | -23.8% | +156.0% | +147.1% |
| 5Y | +278.8% | -22.6% | +301.4% | +290.2% |
| 10Y | +354.2% | +139.3% | +214.8% | +170.4% |
| All | +1,067.6% | +296.0% | +771.6% | +470.9% |
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