-55.8%
FIG vs PNR
-43.1%
-12.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.4% |
| 7D | -16.3% | -2.4% | -13.9% | -15.8% |
| 30D | -14.3% | -12.8% | -1.6% | -11.7% |
| 3M | +7.2% | -17.0% | +24.1% | +10.4% |
| 6M | -18.6% | -37.4% | +18.8% | -4.3% |
| YTD | -35.5% | -41.6% | +6.2% | -20.7% |
| 1Y | -55.8% | -44.6% | -11.2% | -39.6% |
| All | -55.8% | -43.1% | -12.7% | -39.6% |
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