-20.6%
PFE vs FN
+148.3%
-168.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -14.2% | +11.3% | -2.8% |
| 7D | -0.2% | -16.0% | +15.7% | -0.1% |
| 30D | +8.7% | -40.1% | +48.8% | +9.3% |
| 3M | +15.8% | -43.9% | +59.7% | +16.4% |
| 6M | +16.8% | -55.6% | +72.5% | +17.9% |
| YTD | +26.2% | -35.7% | +61.8% | +25.7% |
| 1Y | +29.9% | -39.8% | +69.8% | +29.6% |
| 3Y | +15.9% | +80.3% | -64.3% | +9.2% |
| 5Y | -20.6% | +143.3% | -163.9% | -33.9% |
| All | -20.6% | +148.3% | -168.9% | -33.9% |
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 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