+21.0%
PL vs FND
-24.7%
+45.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.5% |
| 7D | +10.0% | -6.8% | +16.9% | +10.7% |
| 30D | -2.3% | +8.0% | -10.2% | -2.5% |
| 3M | -44.2% | -18.9% | -25.3% | -43.2% |
| 6M | -66.1% | +4.7% | -70.8% | -65.8% |
| YTD | -30.0% | -21.6% | -8.4% | -28.0% |
| 1Y | +21.0% | -22.0% | +43.0% | +25.1% |
| All | +21.0% | -24.7% | +45.7% | +25.1% |
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