+234.7%
PM vs FN
+837.6%
-602.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +11.9% | -14.3% | -3.0% |
| 7D | -7.3% | +16.3% | -23.6% | -8.1% |
| 30D | -4.0% | -24.7% | +20.7% | -2.9% |
| 3M | +2.7% | -34.9% | +37.7% | +4.5% |
| 6M | +14.9% | -41.1% | +56.0% | +16.9% |
| YTD | +23.5% | -19.6% | +43.2% | +22.1% |
| 1Y | +30.4% | -18.5% | +48.9% | +28.4% |
| 3Y | +143.2% | +119.1% | +24.1% | +108.8% |
| 5Y | +159.5% | +206.9% | -47.5% | +107.5% |
| 10Y | +234.7% | +826.4% | -591.8% | +127.3% |
| All | +234.7% | +837.6% | -602.9% | +127.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling