-80.3%
FIG vs PNR
-41.2%
-39.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.6% | -3.0% | -5.4% |
| 7D | -16.4% | -3.0% | -13.3% | -16.1% |
| 30D | -2.3% | -14.9% | +12.6% | -0.7% |
| 3M | +7.8% | -19.0% | +26.9% | +9.1% |
| 6M | -21.8% | -35.9% | +14.1% | -17.7% |
| YTD | -39.1% | -43.1% | +4.0% | -33.5% |
| 1Y | -56.6% | -46.4% | -10.3% | -53.8% |
| All | -80.3% | -41.2% | -39.1% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling