-49.1%
PNR vs FTV
+14.7%
-63.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -6.0% | -4.0% | -2.1% | -4.3% |
| 30D | -14.0% | -11.0% | -3.0% | -9.3% |
| 3M | -21.7% | -8.4% | -13.3% | -18.8% |
| 6M | -37.3% | -2.6% | -34.7% | -36.6% |
| YTD | -45.1% | -0.6% | -44.5% | -45.6% |
| 1Y | -49.1% | +11.0% | -60.1% | -52.4% |
| All | -49.1% | +14.7% | -63.9% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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