-69.4%
PL vs FND
+4.7%
-74.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.6% | -6.5% | -9.6% |
| 7D | -20.5% | +2.2% | -22.8% | -20.5% |
| 30D | -38.8% | +9.6% | -48.4% | -39.5% |
| 3M | -49.1% | -17.9% | -31.2% | -47.1% |
| 6M | -69.4% | +6.6% | -75.9% | -70.2% |
| All | -69.4% | +4.7% | -74.1% | -70.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling