+102.5%
PSX vs FND
-45.8%
+148.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -1.0% |
| 7D | +1.5% | -5.1% | +6.6% | +0.9% |
| 30D | +15.8% | -22.5% | +38.4% | +12.8% |
| 3M | +43.0% | -5.0% | +48.0% | +42.0% |
| 6M | +61.1% | -21.5% | +82.6% | +61.8% |
| YTD | +104.5% | -23.0% | +127.6% | +103.9% |
| 1Y | +102.5% | -44.9% | +147.4% | +104.8% |
| All | +102.5% | -45.8% | +148.4% | +104.8% |
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