-20.7%
PFE vs FN
+289.0%
-309.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.7% |
| 3M | +12.7% | -43.0% | +55.7% | +13.9% |
| 6M | +10.5% | -27.7% | +38.3% | +10.7% |
| YTD | +20.2% | -10.5% | +30.7% | +19.3% |
| 1Y | +24.1% | +12.5% | +11.6% | +22.0% |
| 3Y | -3.6% | +153.8% | -157.4% | -10.8% |
| All | -20.7% | +289.0% | -309.7% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling