-58.5%
FIG vs PNR
-47.6%
-11.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.8% |
| 7D | -3.8% | -6.0% | +2.2% | -2.4% |
| 30D | -2.3% | -14.0% | +11.7% | +1.0% |
| 3M | +20.0% | -21.7% | +41.7% | +24.8% |
| 6M | -16.7% | -37.3% | +20.6% | -6.5% |
| YTD | -37.9% | -45.1% | +7.2% | -24.0% |
| 1Y | -58.5% | -49.1% | -9.4% | -40.9% |
| All | -58.5% | -47.6% | -11.0% | -40.9% |
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