+83.0%
PL vs USFR
+20.4%
+62.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.1% |
| 7D | -9.3% | +0.1% | -9.4% | -8.9% |
| 30D | -18.9% | +0.3% | -19.2% | -17.0% |
| 3M | -58.4% | +1.0% | -59.4% | -55.2% |
| 6M | -30.3% | +1.9% | -32.3% | -20.9% |
| YTD | -8.1% | +2.6% | -10.7% | +7.9% |
| 1Y | +180.5% | +4.0% | +176.5% | +256.4% |
| 3Y | +444.1% | +14.1% | +430.0% | +1,091.8% |
| 5Y | +83.0% | +20.4% | +62.6% | +556.9% |
| All | +83.0% | +20.4% | +62.6% | +557.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling