+449.1%
PL vs FND
-49.4%
+498.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.9% |
| 7D | -9.3% | -5.2% | -4.1% | -7.7% |
| 30D | -18.9% | -19.9% | +0.9% | -12.4% |
| 3M | -58.4% | +2.7% | -61.1% | -59.6% |
| 6M | -30.3% | -21.7% | -8.6% | -25.0% |
| YTD | -8.1% | -17.5% | +9.4% | -4.9% |
| 1Y | +180.5% | -39.3% | +219.8% | +236.9% |
| All | +449.1% | -49.4% | +498.5% | +543.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling