+240.6%
PSX vs FGI
-70.3%
+310.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | -9.7% | -11.6% | +1.9% | -9.6% |
| 30D | -8.4% | -3.3% | -5.1% | -8.4% |
| 3M | +22.6% | +65.6% | -43.0% | +21.2% |
| 6M | +38.8% | -2.8% | +41.6% | +37.7% |
| YTD | +95.5% | +30.1% | +65.3% | +92.3% |
| 1Y | +87.1% | +50.2% | +37.0% | +83.1% |
| 3Y | +133.5% | -0.4% | +134.0% | +126.4% |
| All | +240.6% | -70.3% | +310.9% | +232.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling