+906.2%
FN vs PR
+109.1%
+797.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.3% |
| 7D | -1.7% | +2.9% | -4.6% | -2.0% |
| 30D | -22.0% | +18.0% | -40.0% | -23.4% |
| 3M | -43.0% | +16.9% | -59.9% | -44.0% |
| 6M | -27.7% | +28.2% | -56.0% | -29.8% |
| YTD | -10.5% | +69.3% | -79.8% | -15.5% |
| 1Y | +12.5% | +69.5% | -57.0% | +6.0% |
| 3Y | +153.8% | +81.7% | +72.1% | +136.7% |
| 5Y | +288.0% | +422.2% | -134.2% | +226.8% |
| All | +906.2% | +109.1% | +797.1% | +859.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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