+370.1%
PSX vs FFIV
+224.0%
+146.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +2.8% | -1.5% | +4.4% | +3.5% |
| 30D | +27.8% | -2.7% | +30.4% | +28.8% |
| 3M | +42.0% | -1.7% | +43.7% | +41.9% |
| 6M | +58.1% | +36.1% | +22.0% | +36.4% |
| YTD | +105.0% | +52.6% | +52.4% | +67.2% |
| 1Y | +104.9% | +21.5% | +83.4% | +83.2% |
| 3Y | +134.1% | +142.7% | -8.6% | +49.7% |
| 5Y | +363.8% | +92.6% | +271.3% | +216.0% |
| 10Y | +370.1% | +225.5% | +144.6% | +134.8% |
| All | +370.1% | +224.0% | +146.1% | +134.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling