+65.2%
PR vs USFR
+28.5%
+36.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -16.4% | +0.1% | -16.5% | -16.5% |
| 30D | -1.9% | +0.4% | -2.3% | -2.3% |
| 3M | +8.0% | +1.1% | +6.9% | +6.7% |
| 6M | +4.1% | +2.1% | +2.0% | +1.7% |
| YTD | +58.7% | +3.4% | +55.3% | +52.8% |
| 1Y | +75.8% | +4.1% | +71.7% | +68.1% |
| 3Y | +73.2% | +14.4% | +58.8% | +48.8% |
| 5Y | +230.1% | +21.3% | +208.8% | +158.6% |
| All | +65.2% | +28.5% | +36.7% | +22.6% |
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