+65.2%
PR vs FDS
+135.4%
-70.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.7% | +5.6% | +2.8% |
| 7D | -16.4% | -0.5% | -15.9% | -16.5% |
| 30D | -1.9% | +20.2% | -22.1% | -6.4% |
| 3M | +8.0% | +19.9% | -11.9% | +2.6% |
| 6M | +4.1% | +56.2% | -52.1% | -9.2% |
| YTD | +58.7% | +14.6% | +44.1% | +49.9% |
| 1Y | +75.8% | +31.6% | +44.2% | +58.5% |
| 3Y | +73.2% | -23.8% | +97.0% | +84.1% |
| 5Y | +230.1% | -22.6% | +252.7% | +245.9% |
| All | +65.2% | +135.4% | -70.2% | +80.7% |
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