+168.3%
PG vs FN
+700.1%
-531.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.3% | +8.4% | +1.2% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | +9.2% | -16.5% | +25.7% | +9.5% |
| 3M | +18.5% | -42.1% | +60.6% | +19.8% |
| 6M | +21.1% | -52.9% | +73.9% | +22.9% |
| YTD | +21.9% | -28.0% | +49.9% | +21.2% |
| 1Y | +18.1% | -18.5% | +36.6% | +16.5% |
| 3Y | +20.6% | +93.9% | -73.3% | +9.4% |
| 5Y | +31.8% | +170.5% | -138.7% | +13.5% |
| All | +168.3% | +700.1% | -531.8% | +105.5% |
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