+374.9%
PSX vs FND
+58.4%
+316.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.2% | +2.4% |
| 7D | +2.8% | +0.4% | +2.4% | +2.7% |
| 30D | +27.8% | -23.6% | +51.3% | +33.7% |
| 3M | +42.0% | +4.3% | +37.7% | +39.0% |
| 6M | +58.1% | -20.3% | +78.4% | +61.6% |
| YTD | +105.0% | -21.3% | +126.3% | +109.0% |
| 1Y | +104.9% | -45.4% | +150.3% | +124.6% |
| 3Y | +134.1% | -48.9% | +182.9% | +152.2% |
| 5Y | +363.8% | -61.0% | +424.9% | +405.3% |
| All | +374.9% | +58.4% | +316.5% | +259.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling