+99.6%
PSX vs FFIV
+25.9%
+73.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +4.5% | -1.0% | +5.5% | +4.7% |
| 30D | +26.6% | -5.1% | +31.7% | +27.6% |
| 3M | +39.3% | -4.5% | +43.7% | +39.8% |
| 6M | +56.8% | +36.5% | +20.3% | +45.7% |
| YTD | +101.8% | +53.0% | +48.9% | +82.4% |
| 1Y | +99.6% | +24.2% | +75.4% | +88.0% |
| All | +99.6% | +25.9% | +73.7% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling