+376.3%
PSX vs FTI
+301.2%
+75.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | +0.4% |
| 7D | +1.5% | -5.6% | +7.1% | +4.1% |
| 30D | +15.8% | +0.4% | +15.4% | +15.5% |
| 3M | +43.0% | +8.1% | +34.9% | +37.5% |
| 6M | +61.1% | +16.7% | +44.4% | +48.8% |
| YTD | +104.5% | +70.0% | +34.6% | +59.1% |
| 1Y | +102.5% | +85.4% | +17.1% | +51.1% |
| 3Y | +133.5% | +265.9% | -132.4% | +24.0% |
| 5Y | +367.0% | +1,072.7% | -705.8% | +35.5% |
| All | +376.3% | +301.2% | +75.1% | +67.2% |
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