+103.0%
PSX vs FFIV
+26.5%
+76.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.2% | -0.1% |
| 7D | +1.8% | +3.5% | -1.6% | +1.2% |
| 30D | +21.6% | -1.3% | +22.9% | +21.7% |
| 3M | +46.5% | +2.4% | +44.1% | +45.0% |
| 6M | +62.0% | +41.8% | +20.2% | +49.4% |
| YTD | +106.3% | +58.5% | +47.8% | +85.2% |
| 1Y | +103.0% | +24.3% | +78.6% | +90.0% |
| All | +103.0% | +26.5% | +76.5% | +90.0% |
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