+102.2%
FE vs PR
+66.0%
+36.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.4% |
| 7D | -1.0% | -16.4% | +15.4% | -0.9% |
| 30D | +4.1% | -1.9% | +6.0% | +4.2% |
| 3M | -1.0% | +8.0% | -9.0% | -1.1% |
| 6M | +4.0% | +4.1% | -0.1% | +3.9% |
| YTD | +6.8% | +58.7% | -51.9% | +6.4% |
| 1Y | +5.3% | +75.8% | -70.5% | +4.8% |
| 3Y | +44.6% | +73.2% | -28.6% | +43.7% |
| 5Y | +44.2% | +230.1% | -185.9% | +42.6% |
| All | +102.2% | +66.0% | +36.2% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling