+14.5%
PG vs FN
+299.7%
-285.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.6% |
| 7D | -0.4% | +3.5% | -4.0% | -0.4% |
| 30D | -0.1% | -26.0% | +25.8% | -0.5% |
| 3M | +1.1% | -33.3% | +34.3% | +0.7% |
| 6M | -3.8% | -14.9% | +11.1% | -4.0% |
| YTD | +3.8% | -8.6% | +12.4% | +3.7% |
| 1Y | -5.8% | +12.3% | -18.1% | -6.1% |
| 3Y | +3.0% | +174.4% | -171.4% | -2.2% |
| 5Y | +14.5% | +296.4% | -281.9% | +2.1% |
| All | +14.5% | +299.7% | -285.2% | +2.1% |
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