+246.4%
PR vs USFR
+21.4%
+225.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +1.0% |
| 7D | -9.5% | +0.1% | -9.6% | -9.4% |
| 30D | -5.7% | +0.4% | -6.1% | -5.2% |
| 3M | +3.0% | +1.1% | +1.9% | +4.3% |
| 6M | +11.8% | +2.1% | +9.8% | +14.8% |
| YTD | +58.5% | +3.4% | +55.0% | +66.4% |
| 1Y | +69.9% | +4.1% | +65.8% | +80.1% |
| 3Y | +84.9% | +14.4% | +70.5% | +137.6% |
| 5Y | +246.4% | +21.4% | +225.0% | +283.3% |
| All | +246.4% | +21.4% | +225.0% | +283.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling