+39.5%
PL vs FFIV
+47.8%
-8.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.0% | +1.3% |
| 7D | +10.0% | -0.5% | +10.6% | +10.6% |
| 30D | -2.3% | -32.4% | +30.1% | +26.5% |
| 3M | -44.2% | -25.7% | -18.5% | -33.1% |
| 6M | -66.1% | -13.5% | -52.6% | -63.5% |
| YTD | -30.0% | +21.1% | -51.1% | -42.2% |
| 1Y | +21.0% | +29.4% | -8.4% | -4.9% |
| 3Y | +516.5% | +94.9% | +421.6% | +289.2% |
| 5Y | +32.0% | +34.7% | -2.7% | -6.6% |
| All | +39.5% | +47.8% | -8.3% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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