+55.2%
PR vs FND
+68.8%
-13.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +2.9% |
| 7D | -0.5% | -4.4% | +3.9% | +0.6% |
| 30D | -4.6% | +14.5% | -19.1% | -8.6% |
| 3M | +4.7% | -15.6% | +20.3% | +8.0% |
| 6M | +12.4% | +4.7% | +7.7% | +7.2% |
| YTD | +62.9% | -16.1% | +79.0% | +62.3% |
| 1Y | +70.6% | -16.0% | +86.6% | +69.3% |
| 3Y | +90.0% | -35.5% | +125.5% | +94.2% |
| 5Y | +255.5% | -60.5% | +316.0% | +300.8% |
| All | +55.2% | +68.8% | -13.6% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling