+17.9%
FLR vs PENG
+644.0%
-626.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.8% |
| 7D | +5.1% | -16.1% | +21.2% | +9.2% |
| 30D | -0.5% | -41.5% | +41.0% | +12.8% |
| 3M | -3.5% | -19.1% | +15.6% | -1.2% |
| 6M | +16.5% | +0.9% | +15.5% | +8.2% |
| YTD | +27.3% | +128.2% | -100.9% | -8.7% |
| 1Y | +10.6% | +98.6% | -87.9% | -17.7% |
| 3Y | +39.4% | +188.2% | -148.8% | -13.3% |
| 5Y | +126.4% | +55.5% | +70.9% | +51.6% |
| All | +17.9% | +644.0% | -626.1% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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