+98.5%
PNR vs FFIV
+118.6%
-20.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +1.3% |
| 7D | +0.3% | -0.5% | +0.8% | +0.5% |
| 30D | +31.7% | -32.4% | +64.1% | +51.5% |
| 3M | +2.6% | -25.7% | +28.3% | +12.5% |
| 6M | -6.4% | -13.5% | +7.1% | -5.1% |
| YTD | -33.4% | +21.1% | -54.5% | -43.6% |
| 1Y | -35.1% | +29.4% | -64.5% | -46.9% |
| 3Y | +17.1% | +94.9% | -77.8% | -24.4% |
| 5Y | -3.5% | +34.7% | -38.3% | -27.2% |
| All | +98.5% | +118.6% | -20.1% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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