+87.9%
PSX vs FFIV
+28.8%
+59.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.7% | +2.7% |
| 7D | -8.0% | -2.1% | -5.9% | -7.8% |
| 30D | -9.0% | -33.8% | +24.7% | -5.2% |
| 3M | +24.7% | -20.6% | +45.4% | +24.9% |
| 6M | +49.3% | -10.2% | +59.6% | +43.9% |
| YTD | +100.2% | +24.5% | +75.7% | +72.9% |
| All | +87.9% | +28.8% | +59.1% | +61.5% |
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