+368.4%
PSX vs FN
+900.0%
-531.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -3.0% | -0.3% |
| 7D | +4.5% | -1.7% | +6.2% | +4.8% |
| 30D | +26.6% | -22.0% | +48.6% | +30.1% |
| 3M | +39.3% | -43.0% | +82.3% | +48.6% |
| 6M | +56.8% | -27.7% | +84.6% | +58.6% |
| YTD | +101.8% | -10.5% | +112.3% | +94.6% |
| 1Y | +99.6% | +12.5% | +87.1% | +82.7% |
| 3Y | +140.3% | +153.8% | -13.5% | +75.4% |
| 5Y | +339.3% | +288.0% | +51.3% | +176.9% |
| All | +368.4% | +900.0% | -531.6% | +131.1% |
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