-15.4%
PNR vs FBTC
+62.5%
-77.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.4% |
| 7D | -3.0% | +1.5% | -4.6% | -3.2% |
| 30D | -14.9% | +20.7% | -35.6% | -17.2% |
| 3M | -19.0% | +23.7% | -42.7% | -21.6% |
| 6M | -35.9% | +15.0% | -51.0% | -37.4% |
| YTD | -43.1% | -10.5% | -32.6% | -42.7% |
| 1Y | -46.4% | -30.3% | -16.1% | -44.0% |
| All | -15.4% | +62.5% | -77.9% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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