+245.6%
PSX vs FGI
-70.0%
+315.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -7.8% | -4.1% | -3.7% | -7.8% |
| 30D | -9.9% | -3.4% | -6.5% | -9.9% |
| 3M | +16.9% | +61.8% | -44.8% | +15.6% |
| 6M | +48.0% | +17.0% | +30.9% | +46.6% |
| YTD | +98.3% | +31.4% | +66.9% | +95.1% |
| 1Y | +86.2% | +42.7% | +43.5% | +82.3% |
| 3Y | +144.0% | -0.1% | +144.1% | +136.7% |
| All | +245.6% | -70.0% | +315.7% | +237.3% |
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