+890.0%
FN vs PNR
+62.2%
+827.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +3.6% |
| 7D | +3.5% | -3.0% | +6.6% | +5.2% |
| 30D | -26.0% | -14.9% | -11.1% | -19.4% |
| 3M | -33.3% | -19.0% | -14.2% | -26.9% |
| 6M | -14.9% | -35.9% | +21.0% | +6.7% |
| YTD | -8.6% | -43.1% | +34.6% | +23.0% |
| 1Y | +12.3% | -46.4% | +58.7% | +56.1% |
| 3Y | +174.4% | -10.8% | +185.2% | +189.8% |
| 5Y | +296.4% | -18.9% | +315.3% | +326.7% |
| 10Y | +890.0% | +64.4% | +825.6% | +648.9% |
| All | +890.0% | +62.2% | +827.8% | +648.9% |
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 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