+99.6%
PSX vs FND
-36.4%
+136.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | +0.4% |
| 7D | +4.5% | -5.2% | +9.8% | +4.0% |
| 30D | +26.6% | -19.9% | +46.5% | +23.8% |
| 3M | +39.3% | +2.7% | +36.5% | +39.6% |
| 6M | +56.8% | -21.7% | +78.5% | +59.4% |
| YTD | +101.8% | -17.5% | +119.3% | +102.8% |
| 1Y | +99.6% | -39.3% | +138.9% | +102.3% |
| All | +99.6% | -36.4% | +136.0% | +102.3% |
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