+887.4%
PNR vs FLR
+587.1%
+300.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.0% |
| 7D | -3.9% | -3.1% | -0.7% | -3.1% |
| 30D | -13.8% | +4.9% | -18.7% | -15.1% |
| 3M | -22.5% | +10.8% | -33.4% | -25.7% |
| 6M | -37.2% | +19.7% | -56.8% | -41.5% |
| YTD | -44.2% | +38.4% | -82.6% | -50.4% |
| 1Y | -46.6% | +34.7% | -81.3% | -52.5% |
| 3Y | -12.5% | +56.7% | -69.2% | -29.1% |
| 5Y | -19.3% | +241.6% | -261.0% | -50.1% |
| 10Y | +67.5% | +20.2% | +47.3% | +15.1% |
| All | +887.4% | +587.1% | +300.2% | +253.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 all: compounded portfolio wealth divided by compounded FLR 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…
all analysis · Full analysis span regression · 6 months rolling