+60.6%
PFE vs FN
+753.0%
-692.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.7% | -13.3% | -2.2% |
| 7D | -3.7% | 0.0% | -3.7% | -3.8% |
| 30D | +5.0% | -34.3% | +39.3% | +6.9% |
| 3M | +12.2% | -39.9% | +52.0% | +14.5% |
| 6M | +14.6% | -51.8% | +66.4% | +17.9% |
| YTD | +24.1% | -28.1% | +52.3% | +23.5% |
| 1Y | +26.6% | -29.1% | +55.6% | +25.7% |
| 3Y | +14.3% | +102.4% | -88.1% | +1.0% |
| 5Y | -21.9% | +171.7% | -193.6% | -34.6% |
| All | +60.6% | +753.0% | -692.4% | +18.4% |
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