+267.6%
PM vs FDS
+129.2%
+138.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +0.4% |
| 7D | -7.1% | -2.1% | -4.9% | -6.6% |
| 30D | -2.8% | +16.0% | -18.8% | -6.4% |
| 3M | +6.3% | +18.8% | -12.5% | +1.3% |
| 6M | +9.6% | +54.1% | -44.5% | -3.4% |
| YTD | +25.6% | +17.0% | +8.6% | +18.5% |
| 1Y | +29.7% | +25.5% | +4.1% | +19.4% |
| 3Y | +147.6% | -23.3% | +170.9% | +161.8% |
| 5Y | +160.1% | -22.6% | +182.7% | +169.4% |
| All | +267.6% | +129.2% | +138.4% | +160.4% |
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 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