+234.7%
PM vs FDS
+135.1%
+99.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -7.3% | -5.0% | -2.3% | -6.2% |
| 30D | -4.0% | +13.8% | -17.8% | -7.2% |
| 3M | +2.7% | +14.8% | -12.1% | -1.3% |
| 6M | +14.9% | +47.4% | -32.5% | +2.4% |
| YTD | +23.5% | +14.2% | +9.4% | +17.3% |
| 1Y | +30.4% | +26.6% | +3.7% | +19.5% |
| 3Y | +143.2% | -24.4% | +167.6% | +157.8% |
| 5Y | +159.5% | -22.6% | +182.1% | +167.7% |
| 10Y | +234.7% | +130.0% | +104.7% | +142.3% |
| All | +234.7% | +135.1% | +99.5% | +142.3% |
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 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