+26.8%
PL vs USFR
+21.3%
+5.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | 0.0% | +10.4% | +10.5% |
| 7D | -6.8% | +0.1% | -6.9% | -6.1% |
| 30D | -29.3% | +0.4% | -29.7% | -27.0% |
| 3M | -44.8% | +1.1% | -45.8% | -40.0% |
| 6M | -68.4% | +2.1% | -70.4% | -63.3% |
| YTD | -36.4% | +3.4% | -39.8% | -20.5% |
| 1Y | +0.7% | +4.1% | -3.4% | +30.5% |
| 3Y | +455.3% | +14.4% | +440.9% | +1,145.3% |
| 5Y | +22.7% | +21.3% | +1.3% | +368.3% |
| All | +26.8% | +21.3% | +5.4% | +384.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling