-20.8%
PNR vs FDS
-28.1%
+7.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.8% | +4.4% | +0.5% |
| 7D | -5.5% | -16.0% | +10.5% | 0.0% |
| 30D | -15.6% | -6.7% | -8.8% | -13.8% |
| 3M | -20.2% | +6.0% | -26.2% | -22.4% |
| 6M | -36.6% | +25.1% | -61.7% | -43.1% |
| YTD | -45.0% | -8.1% | -36.8% | -43.7% |
| 1Y | -47.4% | -26.0% | -21.4% | -40.7% |
| 3Y | -13.7% | -36.4% | +22.7% | +3.6% |
| 5Y | -20.8% | -27.7% | +6.9% | -2.9% |
| All | -20.8% | -28.1% | +7.3% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling