+346.6%
PSX vs FE
+107.4%
+239.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -13.1% | 0.0% | -13.1% | -13.1% |
| 30D | -9.5% | +5.2% | -14.7% | -10.9% |
| 3M | +20.2% | 0.0% | +20.2% | +20.0% |
| 6M | +44.9% | +5.0% | +39.9% | +42.3% |
| YTD | +94.4% | +7.9% | +86.5% | +88.6% |
| 1Y | +83.1% | +6.3% | +76.7% | +78.3% |
| 3Y | +132.2% | +46.0% | +86.1% | +100.7% |
| 5Y | +278.8% | +45.6% | +233.2% | +224.0% |
| All | +346.6% | +107.4% | +239.2% | +270.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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