+123.4%
FE vs PNR
+99.2%
+24.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | +1.2% | +0.3% | +1.0% | +1.2% |
| 30D | +4.5% | +31.7% | -27.2% | -2.3% |
| 3M | +1.3% | +2.6% | -1.3% | +0.4% |
| 6M | +8.7% | -6.4% | +15.0% | +9.4% |
| YTD | +9.2% | -33.4% | +42.7% | +18.7% |
| 1Y | +7.0% | -35.1% | +42.0% | +16.9% |
| 3Y | +51.4% | +17.1% | +34.3% | +37.6% |
| 5Y | +47.7% | -3.5% | +51.2% | +39.0% |
| All | +123.4% | +99.2% | +24.2% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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