+283.2%
PSX vs FN
+206.7%
+76.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +11.9% | -8.9% | +2.2% |
| 7D | -8.0% | +16.3% | -24.3% | -9.0% |
| 30D | -9.0% | -24.7% | +15.7% | -7.7% |
| 3M | +24.7% | -34.9% | +59.7% | +27.4% |
| 6M | +49.3% | -41.1% | +90.4% | +52.5% |
| YTD | +100.2% | -19.6% | +119.8% | +96.0% |
| 1Y | +88.8% | -18.5% | +107.4% | +84.0% |
| 3Y | +152.5% | +119.1% | +33.4% | +109.8% |
| 5Y | +283.2% | +206.9% | +76.3% | +185.1% |
| All | +283.2% | +206.7% | +76.5% | +185.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling