+84.5%
PR vs FDS
+127.7%
-43.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | +6.0% | +1.5% | +4.5% | +5.6% |
| 30D | -4.2% | +14.8% | -19.0% | -7.6% |
| 3M | +10.0% | +16.3% | -6.3% | +5.3% |
| 6M | +15.6% | +66.2% | -50.6% | -0.6% |
| YTD | +68.2% | +16.2% | +51.9% | +58.3% |
| 1Y | +79.2% | +21.8% | +57.4% | +65.8% |
| 3Y | +94.9% | -23.9% | +118.8% | +107.7% |
| 5Y | +272.8% | -23.1% | +295.9% | +291.9% |
| All | +84.5% | +127.7% | -43.2% | +83.0% |
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