+270.5%
FTI vs PNR
-14.5%
+285.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -4.4% | -6.0% | +1.6% | -2.4% |
| 30D | +1.5% | -14.0% | +15.5% | +6.5% |
| 3M | +8.2% | -21.7% | +29.9% | +16.3% |
| 6M | +18.8% | -37.3% | +56.1% | +39.1% |
| YTD | +71.7% | -45.1% | +116.8% | +111.9% |
| 1Y | +90.0% | -49.1% | +139.2% | +143.4% |
| 3Y | +270.5% | -14.8% | +285.3% | +279.7% |
| All | +270.5% | -14.5% | +285.0% | +279.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling