+415.3%
PR vs FND
-60.2%
+475.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.9% |
| 7D | +2.9% | -5.2% | +8.1% | +3.7% |
| 30D | +18.0% | -19.9% | +37.9% | +22.1% |
| 3M | +16.9% | +2.7% | +14.1% | +14.5% |
| 6M | +28.2% | -21.7% | +49.9% | +32.0% |
| YTD | +69.3% | -17.5% | +86.8% | +71.2% |
| 1Y | +69.5% | -39.3% | +108.8% | +83.4% |
| 3Y | +81.7% | -49.8% | +131.5% | +97.7% |
| All | +415.3% | -60.2% | +475.4% | +489.0% |
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 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