+292.5%
PG vs FN
+3,620.5%
-3,328.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.5% | -0.4% |
| 7D | +1.9% | -1.7% | +3.5% | +1.9% |
| 30D | -0.2% | -22.0% | +21.7% | +0.5% |
| 3M | +4.8% | -43.0% | +47.8% | +6.6% |
| 6M | -6.1% | -27.7% | +21.6% | -5.8% |
| YTD | +4.5% | -10.5% | +15.0% | +3.6% |
| 1Y | -5.3% | +12.5% | -17.8% | -7.5% |
| 3Y | +2.6% | +153.8% | -151.2% | -6.6% |
| 5Y | +15.6% | +288.0% | -272.4% | +0.9% |
| 10Y | +118.0% | +906.4% | -788.4% | +75.9% |
| All | +292.5% | +3,620.5% | -3,328.1% | +198.2% |
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