+160.5%
PR vs FFIV
+241.3%
-80.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.1% | -6.3% |
| 7D | -12.1% | -9.8% | -2.3% | -7.8% |
| 30D | +0.9% | -28.1% | +29.0% | +15.9% |
| 3M | +10.1% | -20.0% | +30.2% | +19.0% |
| 6M | +1.1% | -0.1% | +1.2% | -4.4% |
| YTD | +63.7% | +29.2% | +34.5% | +31.8% |
| 1Y | +87.0% | +36.6% | +50.4% | +45.2% |
| 3Y | +70.7% | +114.0% | -43.2% | -0.9% |
| 5Y | +246.8% | +48.1% | +198.7% | +143.4% |
| 10Y | +72.6% | +142.9% | -70.3% | -12.9% |
| All | +160.5% | +241.3% | -80.9% | +30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling