+361.6%
PSX vs FN
+700.1%
-338.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.3% | +8.1% | +1.7% |
| 7D | +7.8% | +0.3% | +7.5% | +7.6% |
| 30D | -10.9% | -16.5% | +5.6% | -9.4% |
| 3M | +14.5% | -42.1% | +56.6% | +21.3% |
| 6M | +56.1% | -52.9% | +109.0% | +68.2% |
| YTD | +109.6% | -28.0% | +137.5% | +105.6% |
| 1Y | +95.5% | -18.5% | +114.0% | +86.9% |
| 3Y | +156.2% | +93.9% | +62.3% | +93.0% |
| 5Y | +310.0% | +170.5% | +139.5% | +173.4% |
| All | +361.6% | +700.1% | -338.5% | +137.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling