+5,093.4%
PSA vs FDS
+10,549.7%
-5,456.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.7% |
| 7D | -2.1% | -2.1% | +0.1% | -1.6% |
| 30D | +16.2% | +16.0% | +0.2% | +12.0% |
| 3M | +4.3% | +18.8% | -14.5% | -0.5% |
| 6M | +9.9% | +54.1% | -44.2% | -2.6% |
| YTD | +33.3% | +17.0% | +16.3% | +24.9% |
| 1Y | +25.8% | +25.5% | +0.3% | +15.6% |
| 3Y | +54.8% | -23.3% | +78.1% | +59.8% |
| 5Y | +27.5% | -22.6% | +50.2% | +30.7% |
| 10Y | +134.5% | +130.2% | +4.3% | +80.3% |
| All | +5,093.4% | +10,549.7% | -5,456.4% | +2,370.1% |
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