+1,112.1%
PSX vs FE
+93.8%
+1,018.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | +4.5% | +1.9% | +2.6% | +4.0% |
| 30D | +26.6% | -1.2% | +27.8% | +26.9% |
| 3M | +39.3% | +3.5% | +35.8% | +37.6% |
| 6M | +56.8% | -6.1% | +62.9% | +59.1% |
| YTD | +101.8% | +7.6% | +94.2% | +96.3% |
| 1Y | +99.6% | +11.9% | +87.7% | +91.6% |
| 3Y | +140.3% | +48.4% | +91.9% | +108.3% |
| 5Y | +339.3% | +44.8% | +294.5% | +280.3% |
| 10Y | +369.9% | +115.9% | +254.0% | +265.9% |
| All | +1,112.1% | +93.8% | +1,018.3% | +978.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling