+49.6%
PR vs FND
+76.3%
-26.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.1% | -2.1% |
| 7D | -12.4% | +8.5% | -20.9% | -14.5% |
| 30D | -6.6% | +17.2% | -23.8% | -10.9% |
| 3M | +7.5% | -14.9% | +22.4% | +10.6% |
| 6M | +10.8% | +3.1% | +7.7% | +6.2% |
| YTD | +57.0% | -12.4% | +69.4% | +54.8% |
| 1Y | +67.9% | -10.0% | +77.9% | +63.6% |
| 3Y | +87.6% | -31.3% | +118.9% | +88.5% |
| 5Y | +220.4% | -60.3% | +280.7% | +262.5% |
| All | +49.6% | +76.3% | -26.7% | +8.0% |
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