-29.1%
FN vs PNR
-36.0%
+7.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.4% | +14.0% | +12.3% |
| 7D | 0.0% | +2.8% | -2.9% | -1.0% |
| 30D | -34.3% | +31.2% | -65.5% | -39.7% |
| 3M | -39.9% | -2.1% | -37.8% | -39.0% |
| 6M | -51.8% | -14.0% | -37.9% | -47.4% |
| YTD | -28.1% | -33.6% | +5.5% | -3.0% |
| 1Y | -29.1% | -35.2% | +6.1% | -3.4% |
| All | -29.1% | -36.0% | +7.0% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling