+265.2%
PSX vs FGI
-74.8%
+340.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -25.2% | +25.9% | +1.0% |
| 7D | +7.8% | -14.4% | +22.2% | +7.9% |
| 30D | -10.9% | -11.8% | +0.9% | -10.8% |
| 3M | +14.5% | -46.2% | +60.7% | +15.1% |
| 6M | +56.1% | +5.2% | +50.9% | +54.8% |
| YTD | +109.6% | +10.5% | +99.1% | +106.5% |
| 1Y | +95.5% | +25.5% | +70.0% | +91.6% |
| 3Y | +156.2% | -16.0% | +172.2% | +148.9% |
| All | +265.2% | -74.8% | +340.0% | +256.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling