+64.8%
PR vs USFR
+28.5%
+36.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -12.4% | +0.1% | -12.4% | -12.4% |
| 30D | -6.6% | +0.4% | -6.9% | -6.9% |
| 3M | +7.5% | +1.1% | +6.4% | +6.2% |
| 6M | +10.8% | +2.0% | +8.8% | +8.3% |
| YTD | +57.0% | +3.4% | +53.6% | +51.2% |
| 1Y | +67.9% | +4.1% | +63.8% | +60.6% |
| 3Y | +87.6% | +14.3% | +73.2% | +61.4% |
| 5Y | +220.4% | +21.3% | +199.1% | +151.1% |
| 10Y | +64.8% | +28.5% | +36.4% | +22.4% |
| All | +64.8% | +28.5% | +36.4% | +22.4% |
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