+1,212.5%
FN vs PR
+172.8%
+1,039.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +0.9% | +2.1% |
| 7D | +3.5% | -0.6% | +4.1% | +3.6% |
| 30D | -26.0% | +17.4% | -43.3% | -27.2% |
| 3M | -33.3% | +21.8% | -55.0% | -34.7% |
| 6M | -14.9% | +27.6% | -42.5% | -17.3% |
| YTD | -8.6% | +71.4% | -80.0% | -13.7% |
| 1Y | +12.3% | +78.3% | -66.0% | +5.4% |
| 3Y | +174.4% | +85.5% | +88.9% | +155.5% |
| 5Y | +296.4% | +422.7% | -126.2% | +233.8% |
| 10Y | +890.0% | +87.1% | +802.9% | +812.2% |
| All | +1,212.5% | +172.8% | +1,039.6% | +1,088.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling