+10.6%
FLR vs PENG
+103.2%
-92.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.7% |
| 7D | +5.1% | -16.1% | +21.2% | +8.2% |
| 30D | -0.5% | -41.5% | +41.0% | +9.6% |
| 3M | -3.5% | -19.1% | +15.6% | -1.7% |
| 6M | +16.5% | +0.9% | +15.5% | +13.4% |
| YTD | +27.3% | +128.2% | -100.9% | -3.0% |
| 1Y | +10.6% | +98.6% | -87.9% | -11.7% |
| All | +10.6% | +103.2% | -92.5% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling