+95.5%
PSX vs FND
-24.7%
+120.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +0.4% |
| 7D | +7.8% | -6.8% | +14.6% | +6.7% |
| 30D | -10.9% | +8.0% | -18.9% | -9.6% |
| 3M | +14.5% | -18.9% | +33.4% | +12.2% |
| 6M | +56.1% | +4.7% | +51.4% | +57.3% |
| YTD | +109.6% | -21.6% | +131.2% | +106.0% |
| 1Y | +95.5% | -22.0% | +117.5% | +92.2% |
| All | +95.5% | -24.7% | +120.2% | +92.2% |
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