+96.9%
PSX vs FITB
+36.9%
+60.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -4.5% |
| 7D | -5.2% | +2.3% | -7.5% | -5.1% |
| 30D | -3.7% | +7.7% | -11.5% | -3.8% |
| 3M | +26.8% | -4.5% | +31.3% | +27.0% |
| 6M | +47.3% | +12.5% | +34.8% | +46.7% |
| YTD | +105.4% | +19.8% | +85.6% | +96.8% |
| 1Y | +96.9% | +34.1% | +62.8% | +77.5% |
| All | +96.9% | +36.9% | +60.0% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling