+346.2%
PG vs FN
+2,887.5%
-2,541.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.7% | -12.7% | -1.4% |
| 7D | +2.4% | 0.0% | +2.4% | +2.3% |
| 30D | +12.6% | -34.3% | +46.9% | +14.0% |
| 3M | +13.3% | -39.9% | +53.1% | +14.9% |
| 6M | +13.4% | -51.8% | +65.2% | +15.5% |
| YTD | +18.8% | -28.1% | +46.9% | +18.3% |
| 1Y | +16.5% | -29.1% | +45.5% | +15.9% |
| 3Y | +18.6% | +102.4% | -83.8% | +8.7% |
| 5Y | +28.8% | +171.7% | -142.8% | +14.1% |
| 10Y | +155.0% | +773.5% | -618.5% | +106.0% |
| All | +346.2% | +2,887.5% | -2,541.3% | +240.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling