+668.5%
PBR vs FDS
+66.9%
+601.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.8% | +8.0% | +4.3% |
| 7D | +4.2% | -16.0% | +20.2% | +10.8% |
| 30D | +22.7% | -6.7% | +29.5% | +25.3% |
| 3M | +21.5% | +6.0% | +15.6% | +16.3% |
| 6M | +24.0% | +25.1% | -1.1% | +8.8% |
| YTD | +88.2% | -8.1% | +96.4% | +87.2% |
| 1Y | +74.8% | -26.0% | +100.8% | +90.9% |
| 3Y | +105.1% | -36.4% | +141.5% | +135.4% |
| 5Y | +572.2% | -27.7% | +600.0% | +571.4% |
| All | +668.5% | +66.9% | +601.6% | +419.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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