+75.8%
PR vs USFR
+4.1%
+71.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -2.9% |
| 3M | +8.0% | +1.1% | +6.9% | +2.2% |
| 6M | +4.1% | +2.1% | +2.0% | -6.0% |
| YTD | +58.7% | +3.4% | +55.3% | +41.6% |
| 1Y | +75.8% | +4.1% | +71.7% | +46.6% |
| All | +75.8% | +4.1% | +71.7% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling