+78.7%
PR vs USFR
+28.5%
+50.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -4.6% | +0.4% | -5.0% | -5.0% |
| 3M | +4.7% | +1.1% | +3.6% | +3.4% |
| 6M | +12.4% | +2.1% | +10.4% | +9.9% |
| YTD | +62.9% | +3.4% | +59.4% | +56.8% |
| 1Y | +70.6% | +4.1% | +66.5% | +63.2% |
| 3Y | +90.0% | +14.4% | +75.6% | +63.5% |
| 5Y | +255.5% | +21.4% | +234.1% | +178.7% |
| 10Y | +78.7% | +28.5% | +50.2% | +33.5% |
| All | +78.7% | +28.5% | +50.2% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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