+14.3%
PFE vs FDS
-23.2%
+37.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -1.2% |
| 7D | -3.7% | -0.5% | -3.2% | -3.6% |
| 30D | +5.0% | +20.2% | -15.2% | +2.8% |
| 3M | +12.2% | +19.9% | -7.7% | +9.7% |
| 6M | +14.6% | +56.2% | -41.6% | +8.1% |
| YTD | +24.1% | +14.6% | +9.6% | +22.4% |
| 1Y | +26.6% | +31.6% | -5.0% | +21.5% |
| 3Y | +14.3% | -23.8% | +38.1% | +23.0% |
| All | +14.3% | -23.2% | +37.5% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling