+368.5%
PSX vs FND
-61.3%
+429.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +1.8% | -0.8% | +2.6% | +1.9% |
| 30D | +21.6% | -19.6% | +41.2% | +24.4% |
| 3M | +46.5% | -4.3% | +50.8% | +45.9% |
| 6M | +62.0% | -20.4% | +82.5% | +64.7% |
| YTD | +106.3% | -21.9% | +128.2% | +109.4% |
| 1Y | +103.0% | -45.2% | +148.2% | +117.3% |
| 3Y | +135.5% | -49.2% | +184.8% | +148.6% |
| 5Y | +368.5% | -61.8% | +430.3% | +394.5% |
| All | +368.5% | -61.3% | +429.8% | +394.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling