+39.5%
PL vs FND
-61.3%
+100.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.8% |
| 7D | +5.6% | +6.8% | -1.2% | +2.3% |
| 30D | -16.9% | +13.1% | -30.0% | -21.9% |
| 3M | -38.2% | -13.1% | -25.2% | -35.1% |
| 6M | -63.4% | -0.6% | -62.9% | -64.6% |
| YTD | -27.6% | -15.5% | -12.1% | -26.6% |
| 1Y | +6.6% | -13.7% | +20.2% | +6.5% |
| 3Y | +557.6% | -35.0% | +592.6% | +616.2% |
| 5Y | +39.5% | -60.1% | +99.6% | +110.8% |
| All | +39.5% | -61.3% | +100.8% | +110.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling