+35.2%
PFE vs FDS
+72.8%
-37.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.8% |
| 7D | -4.3% | -8.8% | +4.5% | -2.2% |
| 30D | +2.7% | -1.4% | +4.1% | +2.9% |
| 3M | +10.0% | +13.9% | -3.9% | +6.0% |
| 6M | +7.2% | +27.4% | -20.2% | -0.5% |
| YTD | +17.3% | -2.5% | +19.8% | +16.3% |
| 1Y | +20.3% | -23.8% | +44.1% | +27.1% |
| 3Y | -1.6% | -32.5% | +30.9% | +6.4% |
| 5Y | -21.4% | -23.2% | +1.8% | -19.7% |
| 10Y | +35.2% | +76.4% | -41.2% | +1.5% |
| All | +35.2% | +72.8% | -37.6% | +1.5% |
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