+39.5%
PL vs FND
-58.3%
+97.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.3% |
| 7D | +10.0% | -6.8% | +16.9% | +13.5% |
| 30D | -2.3% | +8.0% | -10.2% | -6.1% |
| 3M | -44.2% | -18.9% | -25.3% | -39.8% |
| 6M | -66.1% | +4.7% | -70.8% | -67.9% |
| YTD | -30.0% | -21.6% | -8.4% | -26.8% |
| 1Y | +21.0% | -22.0% | +43.0% | +26.6% |
| 3Y | +516.5% | -40.4% | +557.0% | +600.2% |
| 5Y | +32.0% | -63.8% | +95.8% | +70.5% |
| All | +39.5% | -58.3% | +97.8% | +78.4% |
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