+31.0%
PL vs USFR
+21.4%
+9.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.5% |
| 7D | +10.0% | +0.1% | +10.0% | +10.7% |
| 30D | -2.3% | +0.4% | -2.6% | +1.1% |
| 3M | -44.2% | +1.1% | -45.3% | -38.4% |
| 6M | -66.1% | +2.0% | -68.1% | -59.4% |
| YTD | -30.0% | +3.5% | -33.4% | -7.8% |
| 1Y | +21.0% | +4.1% | +16.9% | +65.6% |
| 3Y | +516.5% | +14.4% | +502.2% | +1,468.1% |
| All | +31.0% | +21.4% | +9.7% | +576.1% |
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