+302.5%
PSX vs FTI
+886.2%
-583.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | -0.1% |
| 7D | +7.8% | +4.3% | +3.5% | +5.9% |
| 30D | -10.9% | -4.7% | -6.2% | -9.3% |
| 3M | +14.5% | -13.5% | +28.0% | +21.3% |
| 6M | +56.1% | -8.7% | +64.8% | +60.8% |
| YTD | +109.6% | +49.0% | +60.6% | +73.6% |
| 1Y | +95.5% | +54.0% | +41.5% | +59.8% |
| 3Y | +156.2% | +211.6% | -55.4% | +50.6% |
| All | +302.5% | +886.2% | -583.7% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling