+48.4%
PR vs FND
+70.1%
-21.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.6% | -1.2% | -4.0% |
| 7D | -16.5% | +2.2% | -18.8% | -17.4% |
| 30D | -4.5% | +9.6% | -14.1% | -7.4% |
| 3M | +8.5% | -17.9% | +26.4% | +12.6% |
| 6M | -3.3% | +6.6% | -9.9% | -8.5% |
| YTD | +55.7% | -15.5% | +71.2% | +55.0% |
| 1Y | +82.0% | -16.2% | +98.3% | +80.8% |
| 3Y | +62.5% | -36.3% | +98.7% | +66.8% |
| 5Y | +223.9% | -61.4% | +285.3% | +268.9% |
| All | +48.4% | +70.1% | -21.8% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling