+96.1%
PSX vs FN
-21.9%
+118.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +1.6% |
| 7D | +6.4% | +20.8% | -14.3% | +6.8% |
| 30D | -10.2% | -17.3% | +7.1% | -10.7% |
| 3M | +17.2% | -38.1% | +55.3% | +15.7% |
| 6M | +51.8% | -44.2% | +96.0% | +49.6% |
| YTD | +108.0% | -22.3% | +130.3% | +107.4% |
| 1Y | +96.1% | -20.9% | +117.1% | +97.0% |
| All | +96.1% | -21.9% | +118.0% | +97.0% |
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 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