+75.8%
PR vs FFIV
+26.7%
+49.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | -16.4% | -8.1% | -8.3% | -16.3% |
| 30D | -1.9% | -33.4% | +31.5% | -2.1% |
| 3M | +8.0% | -24.7% | +32.7% | +8.1% |
| 6M | +4.1% | -8.8% | +13.0% | +3.8% |
| YTD | +58.7% | +21.8% | +36.9% | +61.1% |
| 1Y | +75.8% | +25.3% | +50.5% | +80.1% |
| All | +75.8% | +26.7% | +49.1% | +80.1% |
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