+87.0%
PR vs FFIV
+33.5%
+53.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.1% | -6.5% |
| 7D | -12.1% | -9.8% | -2.3% | -12.2% |
| 30D | +0.9% | -28.1% | +29.0% | +0.5% |
| 3M | +10.1% | -20.0% | +30.2% | +10.2% |
| 6M | +1.1% | -0.1% | +1.2% | +0.7% |
| YTD | +63.7% | +29.2% | +34.5% | +66.7% |
| 1Y | +87.0% | +36.6% | +50.4% | +93.9% |
| All | +87.0% | +33.5% | +53.5% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling