+613.4%
PFE vs FDS
+9,502.8%
-8,889.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.6% |
| 7D | +1.8% | -1.9% | +3.7% | +2.1% |
| 30D | +10.2% | +9.0% | +1.2% | +8.4% |
| 3M | +12.7% | +18.9% | -6.2% | +8.6% |
| 6M | +10.5% | +35.1% | -24.6% | +3.3% |
| YTD | +20.2% | +5.5% | +14.7% | +17.1% |
| 1Y | +24.1% | -16.8% | +40.9% | +26.0% |
| 3Y | -3.6% | -28.1% | +24.5% | +0.1% |
| 5Y | -20.9% | -17.4% | -3.4% | -20.7% |
| 10Y | +35.8% | +85.4% | -49.6% | +15.3% |
| All | +613.4% | +9,502.8% | -8,889.4% | +247.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling