+143.9%
PM vs FN
+101.0%
+42.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.7% | -13.5% | -1.4% |
| 7D | -5.2% | 0.0% | -5.2% | -5.1% |
| 30D | +2.7% | -34.3% | +37.0% | +1.3% |
| 3M | +5.2% | -39.9% | +45.1% | +3.8% |
| 6M | +17.0% | -51.8% | +68.8% | +15.3% |
| YTD | +25.5% | -28.1% | +53.6% | +25.6% |
| 1Y | +35.5% | -29.1% | +64.6% | +35.8% |
| 3Y | +143.9% | +102.4% | +41.5% | +139.8% |
| All | +143.9% | +101.0% | +42.9% | +139.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling