+49.6%
PFE vs FN
+837.6%
-788.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.9% | -12.4% | -1.1% |
| 7D | -4.7% | +16.3% | -21.0% | -5.5% |
| 30D | +3.4% | -24.7% | +28.1% | +4.6% |
| 3M | +9.2% | -34.9% | +44.2% | +11.1% |
| 6M | +15.8% | -41.1% | +56.9% | +17.9% |
| YTD | +23.4% | -19.6% | +43.1% | +22.1% |
| 1Y | +25.8% | -18.5% | +44.3% | +24.1% |
| 3Y | +17.8% | +119.1% | -101.3% | +3.7% |
| 5Y | -20.2% | +206.9% | -227.1% | -33.8% |
| 10Y | +49.6% | +826.4% | -776.8% | +7.9% |
| All | +49.6% | +837.6% | -788.0% | +7.9% |
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