+1,270.0%
PG vs FDS
+9,090.7%
-7,820.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | 0.0% |
| 7D | -0.4% | -5.4% | +5.0% | +0.3% |
| 30D | -0.1% | +1.6% | -1.7% | -0.5% |
| 3M | +1.1% | +17.7% | -16.7% | -1.6% |
| 6M | -3.8% | +29.1% | -32.9% | -8.1% |
| YTD | +3.8% | +1.0% | +2.9% | +2.4% |
| 1Y | -5.8% | -21.6% | +15.9% | -3.8% |
| 3Y | +3.0% | -30.1% | +33.1% | +6.5% |
| 5Y | +14.5% | -20.7% | +35.2% | +15.6% |
| 10Y | +117.8% | +78.3% | +39.5% | +95.3% |
| All | +1,270.0% | +9,090.7% | -7,820.6% | +698.4% |
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