+141.2%
PSX vs FN
+158.4%
-17.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -3.0% | 0.0% |
| 7D | +4.5% | -1.7% | +6.2% | +4.6% |
| 30D | +26.6% | -22.0% | +48.6% | +27.8% |
| 3M | +39.3% | -43.0% | +82.3% | +42.8% |
| 6M | +56.8% | -27.7% | +84.6% | +57.0% |
| YTD | +101.8% | -10.5% | +112.3% | +97.3% |
| 1Y | +99.6% | +12.5% | +87.1% | +89.1% |
| All | +141.2% | +158.4% | -17.1% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling