-20.8%
PNR vs FTV
-3.0%
-17.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +1.0% | +0.3% |
| 7D | -5.5% | -5.2% | -0.3% | -1.8% |
| 30D | -15.6% | -11.5% | -4.1% | -7.8% |
| 3M | -20.2% | -9.0% | -11.2% | -15.0% |
| 6M | -36.6% | -2.0% | -34.6% | -36.3% |
| YTD | -45.0% | -0.9% | -44.0% | -45.9% |
| 1Y | -47.4% | +14.8% | -62.2% | -54.2% |
| 3Y | -13.7% | -5.5% | -8.2% | -13.6% |
| 5Y | -20.8% | -1.9% | -18.9% | -24.0% |
| All | -20.8% | -3.0% | -17.8% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling