+908.9%
PNR vs FDS
+9,090.7%
-8,181.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.7% | -1.4% |
| 7D | -3.0% | -5.4% | +2.4% | -1.5% |
| 30D | -14.9% | +1.6% | -16.5% | -15.4% |
| 3M | -19.0% | +17.7% | -36.8% | -23.5% |
| 6M | -35.9% | +29.1% | -65.0% | -41.8% |
| YTD | -43.1% | +1.0% | -44.1% | -44.7% |
| 1Y | -46.4% | -21.6% | -24.8% | -44.1% |
| 3Y | -10.8% | -30.1% | +19.3% | -4.2% |
| 5Y | -18.9% | -20.7% | +1.9% | -16.2% |
| 10Y | +64.4% | +78.3% | -13.9% | +34.2% |
| All | +908.9% | +9,090.7% | -8,181.8% | +332.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling