-13.4%
PNR vs FFIV
+151.3%
-164.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.7% | -3.0% |
| 7D | -3.9% | +3.5% | -7.3% | -4.9% |
| 30D | -13.8% | -1.3% | -12.5% | -13.6% |
| 3M | -22.5% | +2.4% | -24.9% | -23.5% |
| 6M | -37.2% | +41.8% | -79.0% | -45.2% |
| YTD | -44.2% | +58.5% | -102.7% | -53.8% |
| 1Y | -46.6% | +24.3% | -71.0% | -51.2% |
| All | -13.4% | +151.3% | -164.7% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling