+198.6%
PM vs FDS
+77.6%
+121.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +2.3% |
| 7D | -1.3% | -5.4% | +4.1% | 0.0% |
| 30D | -2.6% | +1.6% | -4.1% | -3.1% |
| 3M | +5.8% | +17.7% | -11.9% | +0.9% |
| 6M | +10.6% | +29.1% | -18.5% | +1.7% |
| YTD | +17.2% | +1.0% | +16.2% | +15.1% |
| 1Y | +17.6% | -21.6% | +39.3% | +24.4% |
| 3Y | +124.3% | -30.1% | +154.4% | +142.2% |
| 5Y | +125.1% | -20.7% | +145.8% | +126.6% |
| 10Y | +198.6% | +78.3% | +120.3% | +130.0% |
| All | +198.6% | +77.6% | +121.1% | +130.0% |
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