+126.7%
FLR vs PENG
+63.3%
+63.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.3% | -10.0% | -1.9% |
| 7D | +6.3% | +1.9% | +4.5% | +5.1% |
| 30D | +1.8% | -37.8% | +39.6% | +11.1% |
| 3M | -4.4% | -14.1% | +9.7% | -3.8% |
| 6M | +15.9% | +13.1% | +2.7% | +7.2% |
| YTD | +27.7% | +151.8% | -124.1% | -3.5% |
| 1Y | +11.6% | +136.0% | -124.4% | -14.6% |
| 3Y | +39.9% | +217.9% | -178.1% | -4.3% |
| All | +126.7% | +63.3% | +63.3% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling