+637.0%
PFE vs FDS
+10,327.4%
-9,690.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -1.0% |
| 7D | -3.7% | -0.5% | -3.2% | -3.6% |
| 30D | +5.0% | +20.2% | -15.2% | +1.4% |
| 3M | +12.2% | +19.9% | -7.7% | +8.1% |
| 6M | +14.6% | +56.2% | -41.6% | +4.2% |
| YTD | +24.1% | +14.6% | +9.6% | +18.8% |
| 1Y | +26.6% | +31.6% | -5.0% | +17.8% |
| 3Y | +14.3% | -23.8% | +38.1% | +17.1% |
| 5Y | -21.9% | -22.6% | +0.7% | -20.9% |
| 10Y | +62.6% | +139.3% | -76.7% | +31.7% |
| All | +637.0% | +10,327.4% | -9,690.5% | +252.3% |
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 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