+35.8%
PFE vs FN
+900.0%
-864.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.4% | -1.4% |
| 7D | +1.8% | -1.7% | +3.4% | +1.8% |
| 30D | +10.2% | -22.0% | +32.2% | +11.5% |
| 3M | +12.7% | -43.0% | +55.7% | +15.8% |
| 6M | +10.5% | -27.7% | +38.3% | +11.2% |
| YTD | +20.2% | -10.5% | +30.7% | +18.6% |
| 1Y | +24.1% | +12.5% | +11.6% | +20.1% |
| 3Y | -3.6% | +153.8% | -157.4% | -15.8% |
| 5Y | -20.9% | +288.0% | -308.9% | -35.6% |
| All | +35.8% | +900.0% | -864.2% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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