+39.4%
PM vs FN
-36.4%
+75.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -14.2% | +9.6% | -5.1% |
| 7D | -3.4% | -16.0% | +12.6% | -3.8% |
| 30D | +5.8% | -40.1% | +45.9% | +4.1% |
| 3M | +6.7% | -43.9% | +50.6% | +5.0% |
| 6M | +19.9% | -55.6% | +75.5% | +18.6% |
| YTD | +27.8% | -35.7% | +63.4% | +28.0% |
| 1Y | +39.4% | -39.8% | +79.2% | +39.1% |
| All | +39.4% | -36.4% | +75.8% | +39.1% |
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