+1,102.3%
PSX vs FFIV
+157.9%
+944.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.7% | +2.2% |
| 7D | -8.0% | -2.1% | -5.9% | -7.3% |
| 30D | -9.0% | -33.8% | +24.7% | +2.8% |
| 3M | +24.7% | -20.6% | +45.4% | +31.8% |
| 6M | +49.3% | -10.2% | +59.6% | +50.3% |
| YTD | +100.2% | +24.5% | +75.7% | +78.0% |
| 1Y | +88.8% | +29.3% | +59.5% | +65.5% |
| 3Y | +152.5% | +103.8% | +48.7% | +84.6% |
| 5Y | +283.2% | +40.9% | +242.3% | +211.2% |
| 10Y | +345.8% | +126.6% | +219.2% | +190.6% |
| All | +1,102.3% | +157.9% | +944.3% | +602.3% |
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