-51.7%
FIG vs PNR
-31.2%
-20.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.3% | +1.9% | +4.7% |
| 7D | -4.7% | +11.9% | -16.6% | -6.3% |
| 30D | +0.5% | +37.1% | -36.6% | -4.7% |
| 3M | -18.4% | +5.7% | -24.1% | -19.6% |
| 6M | +10.9% | -5.7% | +16.6% | +10.2% |
| YTD | -40.8% | -29.8% | -11.0% | -34.3% |
| 1Y | -51.7% | -31.8% | -19.9% | -45.3% |
| All | -51.7% | -31.2% | -20.5% | -45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling