+86.2%
PSX vs FITB
+30.6%
+55.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -7.8% | +0.5% | -8.3% | -7.8% |
| 30D | -9.9% | +7.0% | -16.9% | -9.9% |
| 3M | +16.9% | -4.4% | +21.3% | +17.1% |
| 6M | +48.0% | +11.6% | +36.4% | +47.3% |
| YTD | +98.3% | +18.6% | +79.7% | +89.8% |
| 1Y | +86.2% | +29.8% | +56.3% | +69.7% |
| All | +86.2% | +30.6% | +55.6% | +69.7% |
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