+132.2%
PSX vs FE
+42.7%
+89.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.5% |
| 7D | -13.1% | -1.0% | -12.1% | -13.1% |
| 30D | -9.5% | +4.1% | -13.7% | -9.7% |
| 3M | +20.2% | -1.0% | +21.2% | +20.2% |
| 6M | +44.9% | +4.0% | +40.9% | +44.4% |
| YTD | +94.4% | +6.8% | +87.6% | +92.2% |
| 1Y | +83.1% | +5.3% | +77.8% | +81.2% |
| 3Y | +132.2% | +44.6% | +87.6% | +119.2% |
| All | +132.2% | +42.7% | +89.5% | +119.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling