-19.3%
PNR vs FFIV
+100.0%
-119.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.7% | -3.5% |
| 7D | -3.9% | +3.5% | -7.3% | -5.3% |
| 30D | -13.8% | -1.3% | -12.5% | -13.6% |
| 3M | -22.5% | +2.4% | -24.9% | -24.0% |
| 6M | -37.2% | +41.8% | -79.0% | -47.3% |
| YTD | -44.2% | +58.5% | -102.7% | -56.1% |
| 1Y | -46.6% | +24.3% | -71.0% | -52.9% |
| 3Y | -12.5% | +152.0% | -164.5% | -48.2% |
| 5Y | -19.3% | +99.1% | -118.5% | -49.5% |
| All | -19.3% | +100.0% | -119.3% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling