+156.2%
PSX vs FGI
-16.0%
+172.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -25.2% | +25.9% | +0.9% |
| 7D | +7.8% | -14.4% | +22.2% | +7.9% |
| 30D | -10.9% | -11.8% | +0.9% | -10.9% |
| 3M | +14.5% | -46.2% | +60.7% | +14.7% |
| 6M | +56.1% | +5.2% | +50.9% | +55.5% |
| YTD | +109.6% | +10.5% | +99.1% | +108.7% |
| 1Y | +95.5% | +25.5% | +70.0% | +94.4% |
| 3Y | +156.2% | -16.0% | +172.2% | +155.9% |
| All | +156.2% | -16.0% | +172.2% | +155.9% |
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 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