+51.0%
PR vs FND
+70.0%
-19.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.5% | +1.8% |
| 7D | -9.5% | +6.8% | -16.3% | -11.3% |
| 30D | -5.7% | +13.1% | -18.7% | -9.3% |
| 3M | +3.0% | -13.1% | +16.0% | +5.4% |
| 6M | +11.8% | -0.6% | +12.4% | +8.1% |
| YTD | +58.5% | -15.5% | +74.0% | +57.6% |
| 1Y | +69.9% | -13.7% | +83.5% | +67.2% |
| 3Y | +84.9% | -35.0% | +119.9% | +88.6% |
| 5Y | +246.4% | -60.1% | +306.5% | +289.4% |
| All | +51.0% | +70.0% | -19.0% | +10.0% |
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