+255.5%
PR vs FWONK
+96.0%
+159.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.7% | +2.2% |
| 7D | -0.5% | +12.4% | -12.9% | -3.9% |
| 30D | -4.6% | +18.5% | -23.1% | -9.5% |
| 3M | +4.7% | +8.6% | -3.9% | +1.9% |
| 6M | +12.4% | +19.8% | -7.4% | +5.4% |
| YTD | +62.9% | +12.9% | +50.0% | +55.4% |
| 1Y | +70.6% | +9.0% | +61.6% | +65.0% |
| 3Y | +90.0% | +63.8% | +26.2% | +50.7% |
| 5Y | +255.5% | +95.1% | +160.4% | +140.1% |
| All | +255.5% | +96.0% | +159.5% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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