+98.5%
PNR vs FDS
+127.7%
-29.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +0.3% | +1.5% | -1.2% | -0.4% |
| 30D | +31.7% | +14.8% | +16.9% | +24.2% |
| 3M | +2.6% | +16.3% | -13.6% | -4.4% |
| 6M | -6.4% | +66.2% | -72.6% | -26.8% |
| YTD | -33.4% | +16.2% | -49.7% | -39.6% |
| 1Y | -35.1% | +21.8% | -56.9% | -42.7% |
| 3Y | +17.1% | -23.9% | +41.0% | +28.7% |
| 5Y | -3.5% | -23.1% | +19.6% | +4.3% |
| All | +98.5% | +127.7% | -29.1% | +27.1% |
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