+267.7%
PR vs FND
-63.9%
+331.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.5% |
| 7D | +6.0% | -6.8% | +12.8% | +7.0% |
| 30D | -4.2% | +8.0% | -12.2% | -5.8% |
| 3M | +10.0% | -18.9% | +28.9% | +12.9% |
| 6M | +15.6% | +4.7% | +10.9% | +11.6% |
| YTD | +68.2% | -21.6% | +89.8% | +70.4% |
| 1Y | +79.2% | -22.0% | +101.2% | +81.4% |
| 3Y | +94.9% | -40.4% | +135.3% | +101.9% |
| All | +267.7% | -63.9% | +331.5% | +336.9% |
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