+147.8%
PR vs USFR
+29.3%
+118.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -16.5% | +0.1% | -16.6% | -16.6% |
| 30D | -4.5% | +0.4% | -4.9% | -5.0% |
| 3M | +8.5% | +1.1% | +7.5% | +7.2% |
| 6M | -3.3% | +2.0% | -5.4% | -5.6% |
| YTD | +55.7% | +3.4% | +52.3% | +49.7% |
| 1Y | +82.0% | +4.1% | +78.0% | +73.6% |
| 3Y | +62.5% | +14.4% | +48.0% | +38.3% |
| 5Y | +223.9% | +21.3% | +202.6% | +151.2% |
| 10Y | +64.2% | +28.4% | +35.8% | +17.2% |
| All | +147.8% | +29.3% | +118.5% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling