-20.3%
PNR vs FWONK
+97.7%
-118.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -6.0% | +0.1% | -6.1% | -6.1% |
| 30D | -14.0% | -7.7% | -6.2% | -11.6% |
| 3M | -21.7% | +5.7% | -27.4% | -23.3% |
| 6M | -37.3% | +13.5% | -50.7% | -40.2% |
| YTD | -45.1% | -3.0% | -42.2% | -44.9% |
| 1Y | -49.1% | -6.4% | -42.7% | -48.3% |
| 3Y | -14.8% | +43.8% | -58.7% | -27.3% |
| All | -20.3% | +97.7% | -118.0% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling