-80.9%
FIG vs PNR
-42.3%
-38.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -3.0% |
| 7D | -14.5% | -3.9% | -10.6% | -14.0% |
| 30D | -13.3% | -13.8% | +0.5% | -11.9% |
| 3M | +7.4% | -22.5% | +30.0% | +9.2% |
| 6M | -27.8% | -37.2% | +9.4% | -23.8% |
| YTD | -41.1% | -44.2% | +3.1% | -35.5% |
| 1Y | -58.7% | -46.6% | -12.1% | -55.0% |
| All | -80.9% | -42.3% | -38.6% | -77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling