+1,102.3%
PSX vs FITB
+509.5%
+592.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +1.7% |
| 7D | -8.0% | -1.1% | -6.9% | -7.5% |
| 30D | -9.0% | +7.3% | -16.4% | -12.6% |
| 3M | +24.7% | -4.0% | +28.7% | +26.9% |
| 6M | +49.3% | +11.9% | +37.4% | +39.1% |
| YTD | +100.2% | +19.0% | +81.2% | +77.8% |
| 1Y | +88.8% | +31.0% | +57.8% | +59.0% |
| 3Y | +152.5% | +143.8% | +8.7% | +48.9% |
| 5Y | +283.2% | +48.9% | +234.3% | +181.3% |
| 10Y | +345.8% | +236.6% | +109.2% | +86.1% |
| All | +1,102.3% | +509.5% | +592.8% | +240.8% |
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