+556.1%
PBR vs FDS
-23.5%
+579.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.7% |
| 7D | +0.3% | -8.8% | +9.1% | +1.0% |
| 30D | +17.5% | -1.4% | +18.9% | +17.6% |
| 3M | +20.9% | +13.9% | +7.0% | +19.2% |
| 6M | +20.2% | +27.4% | -7.1% | +16.9% |
| YTD | +84.3% | -2.5% | +86.7% | +84.9% |
| 1Y | +77.1% | -23.8% | +100.9% | +84.4% |
| 3Y | +100.8% | -32.5% | +133.3% | +112.8% |
| 5Y | +556.1% | -23.2% | +579.3% | +653.9% |
| All | +556.1% | -23.5% | +579.6% | +653.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling