-14.6%
PNR vs FND
-50.8%
+36.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.9% |
| 7D | -5.5% | -5.1% | -0.4% | -3.8% |
| 30D | -15.6% | -22.5% | +7.0% | -8.0% |
| 3M | -20.2% | -5.0% | -15.2% | -19.5% |
| 6M | -36.6% | -21.5% | -15.1% | -32.3% |
| YTD | -45.0% | -23.0% | -22.0% | -41.3% |
| 1Y | -47.4% | -44.9% | -2.6% | -36.9% |
| All | -14.6% | -50.8% | +36.2% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling