+18.6%
PG vs FN
+101.0%
-82.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.7% | -12.7% | -0.4% |
| 7D | +2.4% | 0.0% | +2.4% | +2.5% |
| 30D | +12.6% | -34.3% | +46.9% | +10.8% |
| 3M | +13.3% | -39.9% | +53.1% | +11.3% |
| 6M | +13.4% | -51.8% | +65.2% | +10.7% |
| YTD | +18.8% | -28.1% | +46.9% | +18.6% |
| 1Y | +16.5% | -29.1% | +45.5% | +16.5% |
| 3Y | +18.6% | +102.4% | -83.8% | +23.1% |
| All | +18.6% | +101.0% | -82.4% | +23.1% |
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 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