-37.2%
FPS vs PR
+33.3%
-70.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | -4.9% | -14.0% | -18.2% |
| 7D | -35.8% | -16.5% | -19.2% | -35.3% |
| 30D | -56.0% | -4.5% | -51.4% | -55.0% |
| 3M | -52.7% | +8.5% | -61.2% | -51.5% |
| 6M | -56.6% | -3.3% | -53.3% | -54.0% |
| All | -37.2% | +33.3% | -70.5% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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