+455.3%
PL vs USFR
+14.4%
+440.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | 0.0% | +10.4% | +10.7% |
| 7D | -6.8% | +0.1% | -6.9% | -5.0% |
| 30D | -29.3% | +0.4% | -29.7% | -23.7% |
| 3M | -44.8% | +1.1% | -45.8% | -32.5% |
| 6M | -68.4% | +2.1% | -70.4% | -54.4% |
| YTD | -36.4% | +3.4% | -39.8% | +9.0% |
| 1Y | +0.7% | +4.1% | -3.4% | +87.4% |
| 3Y | +455.3% | +14.4% | +440.9% | +4,145.4% |
| All | +455.3% | +14.4% | +440.9% | +4,145.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling