-37.4%
PNR vs FGI
+60.7%
-98.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.5% | -7.2% | +0.2% |
| 7D | -2.4% | +0.5% | -2.9% | -2.4% |
| 30D | -12.8% | +65.4% | -78.2% | -13.7% |
| 3M | -17.0% | +23.5% | -40.5% | -18.0% |
| 6M | -37.4% | +60.5% | -97.9% | -37.8% |
| All | -37.4% | +60.7% | -98.2% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling