+386.6%
PSX vs FITB
+282.4%
+104.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | +1.8% | -0.4% | +2.2% | +2.0% |
| 30D | +21.6% | -5.1% | +26.8% | +24.9% |
| 3M | +46.5% | +3.5% | +42.9% | +43.1% |
| 6M | +62.0% | +17.2% | +44.8% | +46.3% |
| YTD | +106.3% | +17.6% | +88.7% | +84.8% |
| 1Y | +103.0% | +23.4% | +79.6% | +76.3% |
| 3Y | +135.5% | +129.7% | +5.8% | +42.1% |
| 5Y | +368.5% | +68.4% | +300.1% | +219.1% |
| 10Y | +386.6% | +285.6% | +100.9% | +91.5% |
| All | +386.6% | +282.4% | +104.2% | +91.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling