+295.8%
FTI vs PNR
+66.2%
+229.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | -4.4% | -6.0% | +1.6% | -0.9% |
| 30D | +1.5% | -14.0% | +15.5% | +10.3% |
| 3M | +8.2% | -21.7% | +29.9% | +21.9% |
| 6M | +18.8% | -37.3% | +56.1% | +51.2% |
| YTD | +71.7% | -45.1% | +116.8% | +134.8% |
| 1Y | +90.0% | -49.1% | +139.2% | +172.2% |
| 3Y | +270.5% | -14.8% | +285.3% | +268.8% |
| 5Y | +1,084.5% | -21.0% | +1,105.5% | +1,110.0% |
| All | +295.8% | +66.2% | +229.7% | +129.8% |
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