+62.1%
PR vs FFIV
+126.7%
-64.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.5% | +0.6% | -2.1% |
| 7D | -16.5% | -14.2% | -2.3% | -9.9% |
| 30D | -4.5% | -33.6% | +29.1% | +15.3% |
| 3M | +8.5% | -24.2% | +32.8% | +21.0% |
| 6M | -3.3% | -8.3% | +5.0% | -4.8% |
| YTD | +55.7% | +22.1% | +33.6% | +27.0% |
| 1Y | +82.0% | +26.5% | +55.6% | +44.7% |
| 3Y | +62.5% | +102.3% | -39.9% | -7.3% |
| 5Y | +223.9% | +40.6% | +183.3% | +126.9% |
| All | +62.1% | +126.7% | -64.7% | -13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling