+17.8%
PNR vs FGI
-70.0%
+87.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +3.0% |
| 7D | -0.5% | -1.4% | +0.9% | -0.5% |
| 30D | +34.4% | -3.2% | +37.7% | +34.5% |
| 3M | +2.4% | +64.1% | -61.7% | +0.8% |
| 6M | -7.8% | +17.2% | -25.0% | -9.0% |
| YTD | -31.6% | +31.6% | -63.2% | -33.0% |
| 1Y | -33.6% | +45.1% | -78.7% | -35.3% |
| 3Y | +19.9% | -2.0% | +21.9% | +16.5% |
| All | +17.8% | -70.0% | +87.8% | +16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling