+50.0%
PNR vs FND
+56.5%
-6.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | -6.0% | -5.8% | -0.3% | -4.2% |
| 30D | -14.0% | -20.2% | +6.2% | -7.6% |
| 3M | -21.7% | -12.0% | -9.7% | -19.0% |
| 6M | -37.3% | -18.5% | -18.8% | -34.1% |
| YTD | -45.1% | -22.3% | -22.9% | -41.8% |
| 1Y | -49.1% | -47.6% | -1.5% | -39.0% |
| 3Y | -14.8% | -49.8% | +34.9% | -0.1% |
| 5Y | -21.0% | -63.0% | +42.0% | -3.2% |
| All | +50.0% | +56.5% | -6.5% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling