+223.9%
PR vs FDS
-19.3%
+243.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.8% |
| 7D | -16.5% | +6.4% | -22.9% | -17.6% |
| 30D | -4.5% | +25.2% | -29.7% | -8.8% |
| 3M | +8.5% | +22.9% | -14.4% | +3.7% |
| 6M | -3.3% | +56.5% | -59.8% | -13.9% |
| YTD | +55.7% | +19.0% | +36.8% | +49.9% |
| 1Y | +82.0% | +32.7% | +49.3% | +67.7% |
| 3Y | +62.5% | -20.4% | +82.9% | +79.5% |
| 5Y | +223.9% | -19.6% | +243.5% | +242.6% |
| All | +223.9% | -19.3% | +243.2% | +242.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling