+55.4%
PNR vs FND
+58.4%
-3.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.0% | -1.2% |
| 7D | -3.0% | +0.4% | -3.4% | -3.2% |
| 30D | -14.9% | -23.6% | +8.7% | -7.4% |
| 3M | -19.0% | +4.3% | -23.4% | -20.9% |
| 6M | -35.9% | -20.3% | -15.6% | -32.2% |
| YTD | -43.1% | -21.3% | -21.8% | -39.9% |
| 1Y | -46.4% | -45.4% | -1.0% | -36.6% |
| 3Y | -10.8% | -48.9% | +38.0% | +4.0% |
| 5Y | -18.9% | -61.0% | +42.2% | -2.0% |
| All | +55.4% | +58.4% | -3.0% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling