+132.2%
PSX vs FN
+101.0%
+31.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.7% | -12.2% | -1.1% |
| 7D | -13.1% | 0.0% | -13.1% | -13.1% |
| 30D | -9.5% | -34.3% | +24.8% | -8.0% |
| 3M | +20.2% | -39.9% | +60.1% | +22.4% |
| 6M | +44.9% | -51.8% | +96.7% | +48.9% |
| YTD | +94.4% | -28.1% | +122.6% | +91.1% |
| 1Y | +83.1% | -29.1% | +112.1% | +79.8% |
| 3Y | +132.2% | +102.4% | +29.7% | +96.5% |
| All | +132.2% | +101.0% | +31.2% | +96.5% |
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