-2.1%
PNR vs FFIV
+41.7%
-43.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -3.7% | -2.9% | -0.8% | -2.8% |
| 30D | +33.1% | -32.4% | +65.5% | +50.3% |
| 3M | +3.7% | -22.7% | +26.4% | +10.2% |
| 6M | -7.7% | -10.7% | +3.0% | -8.6% |
| YTD | -32.4% | +25.4% | -57.8% | -43.8% |
| 1Y | -35.0% | +34.2% | -69.2% | -47.9% |
| 3Y | +17.1% | +101.2% | -84.1% | -27.4% |
| All | -2.1% | +41.7% | -43.8% | -32.6% |
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