-31.8%
PNR vs FWONK
+0.2%
-32.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.5% | -0.2% | +2.7% |
| 7D | +11.9% | +8.9% | +3.0% | +10.6% |
| 30D | +37.1% | +4.1% | +33.0% | +36.1% |
| 3M | +5.7% | +2.6% | +3.1% | +5.3% |
| 6M | -5.7% | +12.2% | -17.9% | -6.7% |
| YTD | -29.8% | +0.4% | -30.2% | -30.5% |
| 1Y | -31.8% | -1.8% | -30.0% | -30.4% |
| All | -31.8% | +0.2% | -32.0% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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