+169.5%
PR vs FDS
+121.7%
+47.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.8% |
| 7D | +2.9% | -1.9% | +4.8% | +3.3% |
| 30D | +18.0% | +9.0% | +9.0% | +15.4% |
| 3M | +16.9% | +18.9% | -2.0% | +10.9% |
| 6M | +28.2% | +35.1% | -6.9% | +16.4% |
| YTD | +69.3% | +5.5% | +63.8% | +64.1% |
| 1Y | +69.5% | -16.8% | +86.3% | +76.1% |
| 3Y | +81.7% | -28.1% | +109.7% | +95.7% |
| 5Y | +422.2% | -17.4% | +439.7% | +437.5% |
| 10Y | +110.4% | +85.4% | +24.9% | +99.1% |
| All | +169.5% | +121.7% | +47.8% | +153.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling