+49.6%
PFE vs FDS
+135.1%
-85.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | -4.7% | -5.0% | +0.3% | -3.6% |
| 30D | +3.4% | +13.8% | -10.4% | +0.3% |
| 3M | +9.2% | +14.8% | -5.6% | +5.4% |
| 6M | +15.8% | +47.4% | -31.6% | +4.2% |
| YTD | +23.4% | +14.2% | +9.3% | +17.6% |
| 1Y | +25.8% | +26.6% | -0.8% | +16.2% |
| 3Y | +17.8% | -24.4% | +42.3% | +24.3% |
| 5Y | -20.2% | -22.6% | +2.5% | -17.8% |
| 10Y | +49.6% | +130.0% | -80.4% | +8.3% |
| All | +49.6% | +135.1% | -85.5% | +8.3% |
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