+289.3%
FN vs PNR
-17.2%
+306.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | -1.7% | -2.4% | +0.7% | -0.3% |
| 30D | -22.0% | -12.8% | -9.2% | -15.6% |
| 3M | -43.0% | -17.0% | -26.0% | -38.0% |
| 6M | -27.7% | -37.4% | +9.7% | -4.7% |
| YTD | -10.5% | -41.6% | +31.1% | +23.4% |
| 1Y | +12.5% | -44.6% | +57.1% | +60.5% |
| 3Y | +153.8% | -12.1% | +165.9% | +172.9% |
| All | +289.3% | -17.2% | +306.5% | +295.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling