+743.6%
FN vs PNR
+113.6%
+629.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.4% | +14.0% | +12.9% |
| 7D | 0.0% | +2.8% | -2.9% | -2.0% |
| 30D | -34.3% | +31.2% | -65.5% | -43.9% |
| 3M | -39.9% | -2.1% | -37.8% | -40.0% |
| 6M | -51.8% | -14.0% | -37.9% | -49.4% |
| YTD | -28.1% | -33.6% | +5.5% | -12.1% |
| 1Y | -29.1% | -35.2% | +6.1% | -12.1% |
| 3Y | +102.4% | +15.8% | +86.6% | +84.6% |
| 5Y | +171.7% | -1.8% | +173.5% | +161.8% |
| All | +743.6% | +113.6% | +629.9% | +503.3% |
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