+255.5%
PR vs FND
-60.6%
+316.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +2.9% |
| 7D | -0.5% | -4.4% | +3.9% | +0.1% |
| 30D | -4.6% | +14.5% | -19.1% | -7.0% |
| 3M | +4.7% | -15.6% | +20.3% | +7.0% |
| 6M | +12.4% | +4.7% | +7.7% | +9.0% |
| YTD | +62.9% | -16.1% | +79.0% | +63.5% |
| 1Y | +70.6% | -16.0% | +86.6% | +70.7% |
| 3Y | +90.0% | -35.5% | +125.5% | +94.4% |
| 5Y | +255.5% | -60.5% | +316.0% | +311.9% |
| All | +255.5% | -60.6% | +316.1% | +311.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling