-0.4%
PL vs USFR
+4.1%
-4.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | -11.7% | +0.1% | -11.8% | -9.0% |
| 30D | -27.1% | +0.4% | -27.5% | -18.2% |
| 3M | -44.6% | +1.1% | -45.6% | -23.6% |
| 6M | -67.2% | +2.0% | -69.2% | -47.8% |
| YTD | -35.9% | +3.4% | -39.2% | -32.8% |
| 1Y | -0.4% | +4.1% | -4.5% | -43.3% |
| All | -0.4% | +4.1% | -4.5% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling