+152.5%
PSX vs FGI
0.0%
+152.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.1% | +3.0% |
| 7D | -8.0% | -1.4% | -6.6% | -8.0% |
| 30D | -9.0% | -3.2% | -5.8% | -9.0% |
| 3M | +24.7% | +64.1% | -39.4% | +24.2% |
| 6M | +49.3% | +17.2% | +32.2% | +48.7% |
| YTD | +100.2% | +31.6% | +68.6% | +99.2% |
| 1Y | +88.8% | +45.1% | +43.8% | +87.7% |
| 3Y | +152.5% | -2.0% | +154.4% | +153.2% |
| All | +152.5% | 0.0% | +152.5% | +153.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling