+3,191.4%
FN vs PNR
+313.7%
+2,877.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.2% |
| 7D | +20.8% | -2.3% | +23.1% | +22.4% |
| 30D | -17.3% | +29.3% | -46.6% | -29.2% |
| 3M | -38.1% | +4.1% | -42.2% | -40.3% |
| 6M | -44.2% | -8.6% | -35.6% | -43.4% |
| YTD | -22.3% | -33.6% | +11.3% | -4.6% |
| 1Y | -20.9% | -36.4% | +15.4% | -0.6% |
| 3Y | +111.1% | +15.1% | +96.0% | +90.1% |
| 5Y | +191.8% | -3.8% | +195.6% | +183.3% |
| 10Y | +767.4% | +99.7% | +667.8% | +421.1% |
| All | +3,191.4% | +313.7% | +2,877.8% | +943.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling