+62.8%
PNR vs FDS
+64.8%
-2.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.2% |
| 7D | -6.0% | -14.0% | +8.0% | 0.0% |
| 30D | -14.0% | -6.2% | -7.7% | -11.9% |
| 3M | -21.7% | +10.2% | -31.9% | -25.8% |
| 6M | -37.3% | +27.4% | -64.7% | -45.7% |
| YTD | -45.1% | -9.3% | -35.9% | -44.5% |
| 1Y | -49.1% | -28.6% | -20.5% | -42.6% |
| 3Y | -14.8% | -36.8% | +22.0% | +0.9% |
| 5Y | -21.0% | -28.6% | +7.6% | -13.2% |
| All | +62.8% | +64.8% | -2.0% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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