-48.5%
FPS vs PNR
-9.3%
-39.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.7% | -8.1% | -9.8% |
| 7D | +21.6% | -2.3% | +24.0% | +21.5% |
| 30D | -38.8% | +29.3% | -68.0% | -38.0% |
| 3M | -42.1% | +4.1% | -46.2% | -42.1% |
| 6M | -48.5% | -8.6% | -39.9% | -47.6% |
| All | -48.5% | -9.3% | -39.2% | -47.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling