+246.4%
PR vs FFIV
+41.1%
+205.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +1.0% |
| 7D | -9.5% | -4.2% | -5.3% | -8.1% |
| 30D | -5.7% | -33.9% | +28.2% | +8.0% |
| 3M | +3.0% | -22.6% | +25.6% | +10.2% |
| 6M | +11.8% | -10.4% | +22.2% | +11.1% |
| YTD | +58.5% | +24.3% | +34.2% | +33.1% |
| 1Y | +69.9% | +31.8% | +38.1% | +38.1% |
| 3Y | +84.9% | +99.5% | -14.6% | +19.6% |
| 5Y | +246.4% | +40.7% | +205.7% | +147.8% |
| All | +246.4% | +41.1% | +205.3% | +147.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling