+1,067.6%
PSX vs FFIV
+152.3%
+915.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -13.1% | -8.1% | -5.0% | -10.6% |
| 30D | -9.5% | -33.4% | +23.9% | +2.0% |
| 3M | +20.2% | -24.7% | +44.9% | +29.3% |
| 6M | +44.9% | -8.8% | +53.7% | +45.0% |
| YTD | +94.4% | +21.8% | +72.6% | +74.1% |
| 1Y | +83.1% | +25.3% | +57.8% | +62.1% |
| 3Y | +132.2% | +101.2% | +31.0% | +70.3% |
| 5Y | +278.8% | +40.2% | +238.6% | +207.8% |
| 10Y | +354.2% | +129.0% | +225.1% | +196.2% |
| All | +1,067.6% | +152.3% | +915.2% | +586.9% |
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