+60.3%
PR vs FND
+57.9%
+2.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.8% |
| 7D | +6.0% | -6.8% | +12.8% | +7.7% |
| 30D | -4.2% | +8.0% | -12.2% | -6.9% |
| 3M | +10.0% | -18.9% | +28.9% | +14.5% |
| 6M | +15.6% | +4.7% | +10.9% | +9.9% |
| YTD | +68.2% | -21.6% | +89.8% | +70.3% |
| 1Y | +79.2% | -22.0% | +101.2% | +81.2% |
| 3Y | +94.9% | -40.4% | +135.3% | +103.2% |
| 5Y | +272.8% | -63.8% | +336.6% | +330.1% |
| All | +60.3% | +57.9% | +2.4% | +18.8% |
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