-80.8%
FIG vs PNR
-43.1%
-37.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | -12.2% | -5.5% | -6.7% | -11.6% |
| 30D | -11.0% | -15.6% | +4.6% | -9.3% |
| 3M | +11.9% | -20.2% | +32.1% | +13.5% |
| 6M | -21.9% | -36.6% | +14.7% | -18.1% |
| YTD | -40.8% | -45.0% | +4.2% | -35.0% |
| 1Y | -56.6% | -47.4% | -9.2% | -52.7% |
| All | -80.8% | -43.1% | -37.7% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling