+378.1%
PSX vs FTI
+305.3%
+72.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.1% |
| 7D | +1.7% | -4.4% | +6.1% | +3.7% |
| 30D | +15.6% | +1.5% | +14.1% | +14.8% |
| 3M | +46.5% | +8.2% | +38.3% | +40.8% |
| 6M | +55.0% | +18.8% | +36.2% | +42.1% |
| YTD | +105.3% | +71.7% | +33.6% | +58.9% |
| 1Y | +101.6% | +90.0% | +11.5% | +48.8% |
| 3Y | +134.1% | +270.5% | -136.4% | +23.7% |
| 5Y | +368.7% | +1,084.5% | -715.9% | +35.4% |
| All | +378.1% | +305.3% | +72.8% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling