+54.3%
FLR vs PENG
+101.4%
-47.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.4% | -8.8% | -3.7% |
| 7D | +5.4% | +4.5% | +0.9% | +4.3% |
| 30D | +11.4% | -7.1% | +18.5% | +12.9% |
| 3M | +11.4% | -27.3% | +38.7% | +15.9% |
| 6M | +16.6% | +169.6% | -152.9% | -9.7% |
| YTD | +41.7% | +164.6% | -122.9% | +9.7% |
| 1Y | +35.4% | +109.5% | -74.0% | +9.3% |
| All | +54.3% | +101.4% | -47.1% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling