+71.3%
PSX vs FPS
+24.3%
+47.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +1.7% |
| 7D | +2.8% | +10.4% | -7.6% | +3.3% |
| 30D | +27.8% | -16.5% | +44.3% | +26.9% |
| 3M | +42.0% | -45.5% | +87.6% | +39.4% |
| 6M | +58.1% | +2.1% | +56.0% | +49.8% |
| All | +71.3% | +24.3% | +47.0% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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