+51.2%
PR vs FND
+69.4%
-18.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -16.4% | +7.7% | -24.1% | -18.3% |
| 30D | -1.9% | +11.9% | -13.7% | -5.3% |
| 3M | +8.0% | -14.6% | +22.5% | +10.9% |
| 6M | +4.1% | +0.5% | +3.7% | +0.4% |
| YTD | +58.7% | -15.8% | +74.5% | +58.1% |
| 1Y | +75.8% | -12.9% | +88.8% | +72.7% |
| 3Y | +73.2% | -34.2% | +107.3% | +75.9% |
| 5Y | +230.1% | -61.6% | +291.7% | +276.4% |
| All | +51.2% | +69.4% | -18.2% | +10.3% |
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