+1,112.1%
PSX vs FFIV
+217.0%
+895.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +4.5% | -1.0% | +5.5% | +4.8% |
| 30D | +26.6% | -5.1% | +31.7% | +28.6% |
| 3M | +39.3% | -4.5% | +43.7% | +40.6% |
| 6M | +56.8% | +36.5% | +20.3% | +38.9% |
| YTD | +101.8% | +53.0% | +48.9% | +70.9% |
| 1Y | +99.6% | +24.2% | +75.4% | +80.8% |
| 3Y | +140.3% | +137.2% | +3.1% | +70.5% |
| 5Y | +339.3% | +91.8% | +247.6% | +225.8% |
| 10Y | +369.9% | +215.2% | +154.7% | +183.9% |
| All | +1,112.1% | +217.0% | +895.1% | +574.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling