+26.8%
PL vs FND
-55.2%
+82.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.4% | +10.8% | +10.6% |
| 7D | -6.8% | +7.7% | -14.5% | -10.2% |
| 30D | -29.3% | +11.9% | -41.1% | -33.1% |
| 3M | -44.8% | -14.6% | -30.2% | -41.7% |
| 6M | -68.4% | +0.5% | -68.8% | -69.5% |
| YTD | -36.4% | -15.8% | -20.5% | -35.4% |
| 1Y | +0.7% | -12.9% | +13.7% | +0.2% |
| 3Y | +455.3% | -34.2% | +489.5% | +502.8% |
| 5Y | +22.7% | -61.6% | +84.2% | +53.7% |
| All | +26.8% | -55.2% | +82.0% | +57.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling