+3.3%
PM vs FPS
+24.3%
-21.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +1.3% |
| 7D | -1.3% | +10.4% | -11.7% | -1.0% |
| 30D | -2.6% | -16.5% | +14.0% | -3.1% |
| 3M | +5.8% | -45.5% | +51.3% | +6.1% |
| 6M | +10.6% | +2.1% | +8.5% | +5.8% |
| All | +3.3% | +24.3% | -21.0% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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