+117.4%
PM vs FDS
-17.4%
+134.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.6% | -1.5% |
| 7D | -4.9% | -1.9% | -3.0% | -4.7% |
| 30D | -3.4% | +9.0% | -12.4% | -4.5% |
| 3M | +5.2% | +18.9% | -13.7% | +2.7% |
| 6M | +3.7% | +35.1% | -31.4% | -0.9% |
| YTD | +15.8% | +5.5% | +10.3% | +15.3% |
| 1Y | +17.4% | -16.8% | +34.2% | +21.8% |
| 3Y | +116.9% | -28.1% | +145.0% | +129.5% |
| All | +117.4% | -17.4% | +134.8% | +129.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling