+0.7%
PL vs FND
-16.0%
+16.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.4% | +10.8% | +10.4% |
| 7D | -6.8% | +7.7% | -14.5% | -7.2% |
| 30D | -29.3% | +11.9% | -41.1% | -29.7% |
| 3M | -44.8% | -14.6% | -30.2% | -44.0% |
| 6M | -68.4% | +0.5% | -68.8% | -68.4% |
| YTD | -36.4% | -15.8% | -20.5% | -35.1% |
| 1Y | +0.7% | -12.9% | +13.7% | +3.0% |
| All | +0.7% | -16.0% | +16.7% | +3.0% |
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