+46.9%
PM vs FN
-25.7%
+72.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.0% | +7.5% | +1.3% |
| 7D | +4.3% | -7.0% | +11.2% | +4.0% |
| 30D | +11.5% | -24.7% | +36.2% | +10.4% |
| 3M | +13.0% | -35.7% | +48.7% | +11.7% |
| 6M | +25.9% | -52.4% | +78.3% | +25.2% |
| YTD | +34.0% | -25.0% | +59.0% | +34.7% |
| 1Y | +46.9% | -25.7% | +72.6% | +47.8% |
| All | +46.9% | -25.7% | +72.6% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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