-2.5%
PFE vs FN
+158.4%
-160.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.4% | -1.3% |
| 7D | +1.8% | -1.7% | +3.4% | +1.8% |
| 30D | +10.2% | -22.0% | +32.2% | +10.2% |
| 3M | +12.7% | -43.0% | +55.7% | +12.9% |
| 6M | +10.5% | -27.7% | +38.3% | +10.4% |
| YTD | +20.2% | -10.5% | +30.7% | +19.7% |
| 1Y | +24.1% | +12.5% | +11.6% | +23.4% |
| All | -2.5% | +158.4% | -160.8% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling