+0.7%
FPS vs PNR
-40.9%
+41.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.4% | -4.4% | -5.4% |
| 7D | -4.6% | -5.5% | +0.9% | -3.3% |
| 30D | -22.6% | -15.6% | -7.0% | -19.3% |
| 3M | -45.1% | -20.2% | -24.9% | -43.2% |
| 6M | -17.8% | -36.6% | +18.8% | +3.4% |
| All | +0.7% | -40.9% | +41.6% | +35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling