+169.5%
PR vs USFR
+28.3%
+141.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | +18.0% | +0.3% | +17.7% | +17.6% |
| 3M | +16.9% | +1.0% | +15.9% | +15.5% |
| 6M | +28.2% | +1.9% | +26.3% | +25.3% |
| YTD | +69.3% | +2.6% | +66.7% | +64.3% |
| 1Y | +69.5% | +4.0% | +65.5% | +61.9% |
| 3Y | +81.7% | +14.1% | +67.6% | +55.0% |
| 5Y | +422.2% | +20.4% | +401.8% | +308.6% |
| 10Y | +110.4% | +28.0% | +82.4% | +50.5% |
| All | +169.5% | +28.3% | +141.2% | +94.9% |
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