+75.8%
PR vs FND
-16.0%
+91.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.8% |
| 7D | -16.4% | +7.7% | -24.1% | -14.7% |
| 30D | -1.9% | +11.9% | -13.7% | +1.1% |
| 3M | +8.0% | -14.6% | +22.5% | +5.9% |
| 6M | +4.1% | +0.5% | +3.7% | +6.0% |
| YTD | +58.7% | -15.8% | +74.5% | +63.8% |
| 1Y | +75.8% | -12.9% | +88.8% | +81.7% |
| All | +75.8% | -16.0% | +91.8% | +81.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling