-7.0%
PG vs FPS
+22.4%
-29.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.0% | -7.4% | +1.8% |
| 7D | -0.8% | +1.5% | -2.3% | -0.8% |
| 30D | +0.8% | -16.9% | +17.7% | +0.4% |
| 3M | -1.3% | -45.3% | +44.0% | -2.4% |
| 6M | -3.8% | -10.3% | +6.5% | -7.3% |
| All | -7.0% | +22.4% | -29.4% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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