+794.1%
FN vs PNR
+109.3%
+684.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -3.9% | -4.3% |
| 7D | -4.1% | -0.1% | -3.9% | -3.9% |
| 30D | -28.3% | +33.4% | -61.7% | -39.2% |
| 3M | -33.9% | +4.9% | -38.7% | -36.3% |
| 6M | -43.9% | -8.5% | -35.4% | -43.0% |
| YTD | -23.4% | -32.1% | +8.7% | -7.2% |
| 1Y | -25.4% | -35.0% | +9.6% | -7.4% |
| 3Y | +107.9% | +17.6% | +90.3% | +88.0% |
| 5Y | +195.1% | +0.9% | +194.2% | +180.7% |
| 10Y | +794.1% | +101.4% | +692.7% | +485.4% |
| All | +794.1% | +109.3% | +684.8% | +485.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling