-46.4%
PNR vs FGI
+93.1%
-139.5%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.7% |
| 7D | -3.0% | +5.2% | -8.2% | -3.1% |
| 30D | -14.9% | +65.2% | -80.1% | -15.9% |
| 3M | -19.0% | +30.2% | -49.2% | -19.9% |
| 6M | -35.9% | +87.8% | -123.7% | -37.1% |
| YTD | -43.1% | +32.5% | -75.6% | -43.9% |
| 1Y | -46.4% | +93.6% | -140.0% | -47.3% |
| All | -46.4% | +93.1% | -139.5% | -47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling