+578.0%
FE vs PNR
+809.2%
-231.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | +0.1% |
| 7D | 0.0% | +2.8% | -2.8% | -0.7% |
| 30D | +5.2% | +31.2% | -26.0% | -0.9% |
| 3M | 0.0% | -2.1% | +2.0% | 0.0% |
| 6M | +5.0% | -14.0% | +19.0% | +7.5% |
| YTD | +7.9% | -33.6% | +41.5% | +16.1% |
| 1Y | +6.3% | -35.2% | +41.5% | +14.9% |
| 3Y | +46.0% | +15.8% | +30.2% | +36.8% |
| 5Y | +45.6% | -1.8% | +47.5% | +39.0% |
| 10Y | +109.3% | +117.0% | -7.6% | +62.7% |
| All | +578.0% | +809.2% | -231.2% | +291.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling