+116.1%
PG vs FDS
+64.8%
+51.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.9% |
| 7D | -0.8% | -14.0% | +13.2% | +2.5% |
| 30D | +0.8% | -6.2% | +7.0% | +2.1% |
| 3M | -1.3% | +10.2% | -11.5% | -4.1% |
| 6M | -3.8% | +27.4% | -31.3% | -10.8% |
| YTD | +3.6% | -9.3% | +12.9% | +4.4% |
| 1Y | -5.7% | -28.6% | +22.9% | +1.3% |
| 3Y | +1.6% | -36.8% | +38.4% | +11.7% |
| 5Y | +14.6% | -28.6% | +43.2% | +19.3% |
| All | +116.1% | +64.8% | +51.3% | +83.8% |
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