+78.7%
PR vs FDS
+132.8%
-54.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | 0.0% | +2.1% |
| 7D | -0.5% | -2.1% | +1.6% | 0.0% |
| 30D | -4.6% | +16.0% | -20.6% | -8.2% |
| 3M | +4.7% | +18.8% | -14.1% | -0.2% |
| 6M | +12.4% | +54.1% | -41.7% | -1.3% |
| YTD | +62.9% | +17.0% | +45.9% | +53.1% |
| 1Y | +70.6% | +25.5% | +45.1% | +56.4% |
| 3Y | +90.0% | -23.3% | +113.3% | +102.1% |
| 5Y | +255.5% | -22.6% | +278.1% | +273.2% |
| 10Y | +78.7% | +130.2% | -51.5% | +74.8% |
| All | +78.7% | +132.8% | -54.0% | +74.8% |
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