+6.6%
PL vs FND
-13.4%
+20.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.4% |
| 7D | +5.6% | +6.8% | -1.2% | +5.4% |
| 30D | -16.9% | +13.1% | -30.0% | -17.5% |
| 3M | -38.2% | -13.1% | -25.2% | -37.5% |
| 6M | -63.4% | -0.6% | -62.9% | -63.5% |
| YTD | -27.6% | -15.5% | -12.1% | -26.3% |
| 1Y | +6.6% | -13.7% | +20.2% | +9.2% |
| All | +6.6% | -13.4% | +20.0% | +9.2% |
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 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