+39.5%
PL vs USFR
+21.4%
+18.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.3% |
| 7D | +5.6% | +0.1% | +5.5% | +6.4% |
| 30D | -16.9% | +0.4% | -17.3% | -13.7% |
| 3M | -38.2% | +1.1% | -39.3% | -31.8% |
| 6M | -63.4% | +2.1% | -65.5% | -56.2% |
| YTD | -27.6% | +3.4% | -31.1% | -4.9% |
| 1Y | +6.6% | +4.1% | +2.5% | +45.8% |
| 3Y | +557.6% | +14.4% | +543.2% | +1,584.1% |
| 5Y | +39.5% | +21.4% | +18.1% | +624.1% |
| All | +39.5% | +21.4% | +18.1% | +624.1% |
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