+169.5%
PR vs FFIV
+304.2%
-134.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +2.9% | -1.0% | +3.9% | +3.3% |
| 30D | +18.0% | -5.1% | +23.1% | +20.7% |
| 3M | +16.9% | -4.5% | +21.3% | +17.9% |
| 6M | +28.2% | +36.5% | -8.3% | +5.5% |
| YTD | +69.3% | +53.0% | +16.4% | +29.2% |
| 1Y | +69.5% | +24.2% | +45.3% | +43.8% |
| 3Y | +81.7% | +137.2% | -55.5% | +3.7% |
| 5Y | +422.2% | +91.8% | +330.5% | +226.9% |
| 10Y | +110.4% | +215.2% | -104.8% | +0.3% |
| All | +169.5% | +304.2% | -134.7% | +27.8% |
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 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