-5.3%
PNR vs FGI
-66.2%
+60.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.4% | -10.8% | -1.5% |
| 7D | -5.5% | +22.8% | -28.3% | -5.8% |
| 30D | -15.6% | +85.9% | -101.5% | -17.0% |
| 3M | -20.2% | +32.4% | -52.6% | -21.2% |
| 6M | -36.6% | +106.3% | -143.0% | -38.3% |
| YTD | -45.0% | +48.4% | -93.4% | -46.2% |
| 1Y | -47.4% | +116.4% | -163.8% | -49.5% |
| 3Y | -13.7% | +9.2% | -22.9% | -16.2% |
| All | -5.3% | -66.2% | +60.9% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FGI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling