+122.7%
FE vs PNR
+101.4%
+21.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.4% | -3.7% | +3.4% | +0.5% |
| 30D | +3.6% | +33.1% | -29.5% | -3.4% |
| 3M | +0.3% | +3.7% | -3.4% | -0.9% |
| 6M | +6.4% | -7.7% | +14.1% | +7.5% |
| YTD | +8.1% | -32.4% | +40.6% | +17.1% |
| 1Y | +4.6% | -35.0% | +39.6% | +14.3% |
| 3Y | +49.1% | +17.1% | +32.0% | +35.6% |
| 5Y | +46.1% | +0.1% | +46.0% | +36.1% |
| 10Y | +122.7% | +103.2% | +19.5% | +58.5% |
| All | +122.7% | +101.4% | +21.4% | +58.5% |
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