+79.3%
PR vs FDS
-27.9%
+107.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -1.3% |
| 7D | +2.9% | -1.9% | +4.8% | +3.1% |
| 30D | +18.0% | +9.0% | +9.0% | +17.2% |
| 3M | +16.9% | +18.9% | -2.0% | +14.9% |
| 6M | +28.2% | +35.1% | -6.9% | +23.7% |
| YTD | +69.3% | +5.5% | +63.8% | +70.8% |
| 1Y | +69.5% | -16.8% | +86.3% | +82.0% |
| All | +79.3% | -27.9% | +107.2% | +100.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling