+280.9%
PSX vs FN
+148.3%
+132.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -14.2% | +9.4% | -3.9% |
| 7D | -9.7% | -16.0% | +6.3% | -8.8% |
| 30D | -8.4% | -40.1% | +31.7% | -5.7% |
| 3M | +22.6% | -43.9% | +66.5% | +26.3% |
| 6M | +38.8% | -55.6% | +94.4% | +44.6% |
| YTD | +95.5% | -35.7% | +131.1% | +94.2% |
| 1Y | +87.1% | -39.8% | +127.0% | +86.7% |
| 3Y | +133.5% | +80.3% | +53.3% | +96.2% |
| 5Y | +280.9% | +143.3% | +137.6% | +189.9% |
| All | +280.9% | +148.3% | +132.6% | +189.9% |
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