+116.1%
PG vs FWONK
+340.2%
-224.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +0.8% | -7.7% | +8.6% | +1.9% |
| 3M | -1.3% | +5.7% | -7.1% | -2.1% |
| 6M | -3.8% | +13.5% | -17.3% | -5.6% |
| YTD | +3.6% | -3.0% | +6.6% | +3.7% |
| 1Y | -5.7% | -6.4% | +0.7% | -5.3% |
| 3Y | +1.6% | +43.8% | -42.2% | -4.5% |
| 5Y | +14.6% | +98.6% | -84.0% | +1.9% |
| All | +116.1% | +340.2% | -224.0% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 10y: compounded portfolio wealth divided by compounded FWONK 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…
10y analysis · Full analysis span regression · 6 months rolling