+32.9%
PL vs USFR
+21.4%
+11.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +22.3% | +0.1% | +22.2% | +22.9% |
| 30D | -8.3% | +0.4% | -8.7% | -4.9% |
| 3M | -43.3% | +1.0% | -44.3% | -37.5% |
| 6M | -65.8% | +2.0% | -67.9% | -59.1% |
| YTD | -29.5% | +3.4% | -33.0% | -7.4% |
| 1Y | +11.7% | +4.1% | +7.6% | +52.8% |
| 3Y | +540.6% | +14.4% | +526.1% | +1,536.0% |
| 5Y | +32.9% | +21.4% | +11.5% | +587.4% |
| All | +32.9% | +21.4% | +11.5% | +587.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling