+96.1%
PSX vs FTI
+50.7%
+45.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.9% |
| 7D | +6.4% | +5.4% | +1.0% | +4.2% |
| 30D | -10.2% | -8.2% | -2.0% | -7.4% |
| 3M | +17.2% | -13.7% | +30.9% | +23.4% |
| 6M | +51.8% | -11.2% | +62.9% | +57.8% |
| YTD | +108.0% | +46.0% | +62.0% | +55.4% |
| 1Y | +96.1% | +51.8% | +44.3% | +43.2% |
| All | +96.1% | +50.7% | +45.4% | +43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling