-7.9%
PG vs FN
+12.8%
-20.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | -3.4% | +5.8% | -9.2% | -3.1% |
| 30D | -2.6% | -20.6% | +18.0% | -3.7% |
| 3M | -3.3% | -28.6% | +25.3% | -4.8% |
| 6M | -6.7% | -20.7% | +14.0% | -7.0% |
| YTD | +1.7% | -8.1% | +9.9% | +3.8% |
| 1Y | -7.9% | +13.3% | -21.2% | -1.9% |
| All | -7.9% | +12.8% | -20.7% | -1.9% |
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 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