+835.7%
PM vs FDS
+734.8%
+100.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -0.8% |
| 7D | -5.2% | -0.5% | -4.7% | -5.1% |
| 30D | +2.7% | +20.2% | -17.5% | -2.5% |
| 3M | +5.2% | +19.9% | -14.6% | -0.6% |
| 6M | +17.0% | +56.2% | -39.2% | +1.4% |
| YTD | +25.5% | +14.6% | +10.9% | +17.5% |
| 1Y | +35.5% | +31.6% | +3.9% | +21.4% |
| 3Y | +143.9% | -23.8% | +167.7% | +153.9% |
| 5Y | +161.8% | -22.6% | +184.4% | +166.4% |
| 10Y | +235.9% | +139.3% | +96.6% | +131.7% |
| All | +835.7% | +734.8% | +100.9% | +302.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling