+251.7%
PSX vs FGI
-70.4%
+322.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.5% | -7.4% | +0.1% |
| 7D | +4.5% | +0.5% | +4.0% | +4.5% |
| 30D | +26.6% | +65.4% | -38.8% | +25.2% |
| 3M | +39.3% | +23.5% | +15.8% | +38.0% |
| 6M | +56.8% | +60.5% | -3.7% | +54.0% |
| YTD | +101.8% | +30.0% | +71.8% | +98.6% |
| 1Y | +99.6% | +82.1% | +17.5% | +92.7% |
| 3Y | +140.3% | -4.4% | +144.7% | +133.5% |
| All | +251.7% | -70.4% | +322.0% | +243.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling