+96.1%
PSX vs FITB
+29.2%
+66.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +1.6% |
| 7D | +6.4% | +0.8% | +5.6% | +6.4% |
| 30D | -10.2% | +7.3% | -17.5% | -10.3% |
| 3M | +17.2% | -6.3% | +23.5% | +17.4% |
| 6M | +51.8% | +12.6% | +39.2% | +50.9% |
| YTD | +108.0% | +18.0% | +90.0% | +98.7% |
| 1Y | +96.1% | +28.9% | +67.2% | +78.5% |
| All | +96.1% | +29.2% | +66.9% | +78.5% |
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