+277.8%
PSX vs FN
+170.4%
+107.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.7% | -12.2% | -1.3% |
| 7D | -13.1% | 0.0% | -13.1% | -13.2% |
| 30D | -9.5% | -34.3% | +24.8% | -7.4% |
| 3M | +20.2% | -39.9% | +60.1% | +23.3% |
| 6M | +44.9% | -51.8% | +96.7% | +50.2% |
| YTD | +94.4% | -28.1% | +122.6% | +91.7% |
| 1Y | +83.1% | -29.1% | +112.1% | +80.3% |
| 3Y | +132.2% | +102.4% | +29.7% | +93.5% |
| All | +277.8% | +170.4% | +107.4% | +184.1% |
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