+357.1%
PSX vs FN
+850.1%
-493.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.9% | -2.7% | +2.4% |
| 7D | -0.4% | +8.0% | -8.4% | -1.6% |
| 30D | -8.1% | -19.1% | +11.1% | -6.2% |
| 3M | +15.9% | -29.8% | +45.7% | +19.7% |
| 6M | +49.4% | -43.2% | +92.6% | +56.7% |
| YTD | +104.7% | -18.9% | +123.6% | +97.9% |
| 1Y | +89.1% | -17.9% | +107.0% | +81.5% |
| 3Y | +151.7% | +120.1% | +31.6% | +86.5% |
| 5Y | +298.3% | +206.7% | +91.6% | +161.2% |
| 10Y | +357.1% | +804.7% | -447.6% | +132.0% |
| All | +357.1% | +850.1% | -493.0% | +132.0% |
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