-35.1%
PNR vs FFIV
+28.7%
-63.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.2% |
| 7D | +0.3% | -0.5% | +0.8% | +0.3% |
| 30D | +31.7% | -32.4% | +64.1% | +31.3% |
| 3M | +2.6% | -25.7% | +28.3% | +1.6% |
| 6M | -6.4% | -13.5% | +7.1% | -8.6% |
| YTD | -33.4% | +21.1% | -54.5% | -37.8% |
| 1Y | -35.1% | +29.4% | -64.5% | -40.4% |
| All | -35.1% | +28.7% | -63.8% | -40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling