+26.6%
PFE vs FN
-33.3%
+59.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.7% | -13.3% | -1.4% |
| 7D | -3.7% | 0.0% | -3.7% | -3.6% |
| 30D | +5.0% | -34.3% | +39.3% | +4.8% |
| 3M | +12.2% | -39.9% | +52.0% | +12.0% |
| 6M | +14.6% | -51.8% | +66.4% | +14.7% |
| YTD | +24.1% | -28.1% | +52.3% | +21.9% |
| 1Y | +26.6% | -29.1% | +55.6% | +24.4% |
| All | +26.6% | -33.3% | +59.9% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling