-49.1%
PNR vs FND
-45.3%
-3.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -6.0% | -5.8% | -0.3% | -4.5% |
| 30D | -14.0% | -20.2% | +6.2% | -8.4% |
| 3M | -21.7% | -12.0% | -9.7% | -19.3% |
| 6M | -37.3% | -18.5% | -18.8% | -34.6% |
| YTD | -45.1% | -22.3% | -22.9% | -42.4% |
| 1Y | -49.1% | -47.6% | -1.5% | -39.6% |
| All | -49.1% | -45.3% | -3.8% | -39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling