+96.9%
PSX vs FND
-10.3%
+107.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +10.9% | -15.5% | -2.8% |
| 7D | -5.2% | +12.3% | -17.5% | -3.2% |
| 30D | -3.7% | +14.7% | -18.5% | -1.3% |
| 3M | +26.8% | -12.0% | +38.8% | +25.8% |
| 6M | +47.3% | +10.8% | +36.5% | +50.5% |
| YTD | +105.4% | -12.3% | +117.7% | +107.6% |
| 1Y | +96.9% | -13.4% | +110.3% | +99.3% |
| All | +96.9% | -10.3% | +107.2% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling