+3,304.1%
FN vs PNR
+326.2%
+2,977.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.1% | +8.8% | +10.2% |
| 7D | +16.3% | -0.5% | +16.8% | +16.6% |
| 30D | -24.7% | +34.4% | -59.2% | -37.0% |
| 3M | -34.9% | +2.4% | -37.3% | -36.6% |
| 6M | -41.1% | -7.8% | -33.3% | -40.5% |
| YTD | -19.6% | -31.6% | +12.0% | -3.0% |
| 1Y | -18.5% | -33.6% | +15.1% | 0.0% |
| 3Y | +119.1% | +19.9% | +99.2% | +92.8% |
| 5Y | +206.9% | +0.8% | +206.1% | +190.2% |
| 10Y | +826.4% | +113.4% | +713.0% | +434.0% |
| All | +3,304.1% | +326.2% | +2,977.9% | +961.4% |
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 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