-0.4%
PL vs FND
-10.3%
+9.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +10.9% | -17.3% | -7.0% |
| 7D | -11.7% | +12.3% | -24.0% | -12.4% |
| 30D | -27.1% | +14.7% | -41.9% | -27.8% |
| 3M | -44.6% | -12.0% | -32.6% | -43.9% |
| 6M | -67.2% | +10.8% | -77.9% | -67.4% |
| YTD | -35.9% | -12.3% | -23.6% | -35.2% |
| 1Y | -0.4% | -13.4% | +13.0% | +0.5% |
| All | -0.4% | -10.3% | +9.9% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling