+1,036.2%
FTI vs PNR
-21.7%
+1,057.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -4.4% | -6.0% | +1.6% | -2.3% |
| 30D | +1.5% | -14.0% | +15.5% | +6.7% |
| 3M | +8.2% | -21.7% | +29.9% | +16.5% |
| 6M | +18.8% | -37.3% | +56.1% | +38.6% |
| YTD | +71.7% | -45.1% | +116.8% | +110.2% |
| 1Y | +90.0% | -49.1% | +139.2% | +140.0% |
| 3Y | +270.5% | -14.8% | +285.3% | +277.5% |
| All | +1,036.2% | -21.7% | +1,057.9% | +1,061.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling