+83.0%
PL vs FND
-56.1%
+139.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -2.0% |
| 7D | -9.3% | -5.2% | -4.1% | -7.4% |
| 30D | -18.9% | -19.9% | +0.9% | -11.3% |
| 3M | -58.4% | +2.7% | -61.1% | -59.8% |
| 6M | -30.3% | -21.7% | -8.6% | -25.2% |
| YTD | -8.1% | -17.5% | +9.4% | -5.0% |
| 1Y | +180.5% | -39.3% | +219.8% | +234.9% |
| 3Y | +444.1% | -49.8% | +493.9% | +582.1% |
| 5Y | +83.0% | -60.1% | +143.1% | +133.2% |
| All | +83.0% | -56.1% | +139.2% | +131.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling