+1,112.1%
PSX vs FITB
+510.1%
+601.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +4.5% | +0.6% | +3.9% | +4.2% |
| 30D | +26.6% | -4.7% | +31.3% | +29.7% |
| 3M | +39.3% | +6.7% | +32.6% | +33.9% |
| 6M | +56.8% | +12.6% | +44.3% | +44.8% |
| YTD | +101.8% | +19.1% | +82.7% | +79.8% |
| 1Y | +99.6% | +22.6% | +77.0% | +74.3% |
| 3Y | +140.3% | +127.1% | +13.2% | +46.8% |
| 5Y | +339.3% | +71.8% | +267.5% | +197.5% |
| 10Y | +369.9% | +287.2% | +82.7% | +83.0% |
| All | +1,112.1% | +510.1% | +601.9% | +244.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling