+77.5%
PNR vs FTV
+89.3%
-11.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.9% | -2.1% |
| 7D | -3.0% | -0.4% | -2.6% | -2.8% |
| 30D | -14.9% | -8.3% | -6.6% | -9.5% |
| 3M | -19.0% | -7.4% | -11.6% | -14.8% |
| 6M | -35.9% | -1.2% | -34.7% | -35.9% |
| YTD | -43.1% | +2.7% | -45.8% | -45.4% |
| 1Y | -46.4% | +18.4% | -64.8% | -53.9% |
| 3Y | -10.8% | -2.0% | -8.8% | -12.6% |
| 5Y | -18.9% | +3.4% | -22.3% | -24.2% |
| 10Y | +64.4% | +78.5% | -14.1% | +1.7% |
| All | +77.5% | +89.3% | -11.8% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling