+96.9%
PSX vs FN
-25.7%
+122.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.0% | +1.4% | -4.7% |
| 7D | -5.2% | -7.0% | +1.8% | -5.3% |
| 30D | -3.7% | -24.7% | +21.0% | -4.6% |
| 3M | +26.8% | -35.7% | +62.4% | +25.3% |
| 6M | +47.3% | -52.4% | +99.7% | +44.5% |
| YTD | +105.4% | -25.0% | +130.4% | +105.1% |
| 1Y | +96.9% | -25.7% | +122.6% | +98.6% |
| All | +96.9% | -25.7% | +122.6% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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