-36.4%
PNR vs FGI
+51.2%
-87.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.2% | -7.9% | -1.8% |
| 7D | -2.3% | +13.5% | -15.8% | -2.5% |
| 30D | +29.3% | +17.1% | +12.2% | +29.0% |
| 3M | +4.1% | +78.0% | -73.9% | +2.4% |
| 6M | -8.6% | +46.4% | -55.1% | -10.2% |
| YTD | -33.6% | +47.7% | -81.3% | -34.4% |
| 1Y | -36.4% | +56.8% | -93.2% | -37.8% |
| All | -36.4% | +51.2% | -87.5% | -37.8% |
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