+14.3%
PNR vs FGI
-70.6%
+84.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.4% |
| 7D | +2.8% | -7.0% | +9.8% | +2.9% |
| 30D | +31.2% | -4.2% | +35.4% | +31.2% |
| 3M | -2.1% | +55.6% | -57.7% | -3.5% |
| 6M | -14.0% | -3.2% | -10.8% | -14.9% |
| YTD | -33.6% | +29.1% | -62.7% | -35.0% |
| 1Y | -35.2% | +51.0% | -86.2% | -36.9% |
| 3Y | +15.8% | +1.5% | +14.3% | +12.2% |
| All | +14.3% | -70.6% | +84.9% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling