+103.0%
PSX vs FITB
+23.4%
+79.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +1.8% | -0.4% | +2.2% | +1.8% |
| 30D | +21.6% | -5.1% | +26.8% | +22.0% |
| 3M | +46.5% | +3.5% | +42.9% | +45.7% |
| 6M | +62.0% | +17.2% | +44.8% | +59.0% |
| YTD | +106.3% | +17.6% | +88.7% | +100.0% |
| 1Y | +103.0% | +23.4% | +79.6% | +91.7% |
| All | +103.0% | +23.4% | +79.6% | +91.7% |
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