+8.7%
FLR vs PENG
+597.2%
-588.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +12.4% | -9.1% | 0.0% |
| 7D | -0.8% | -19.4% | +18.6% | +3.9% |
| 30D | -9.1% | -42.4% | +33.3% | +3.3% |
| 3M | -4.7% | -25.6% | +21.0% | 0.0% |
| 6M | -14.2% | +7.3% | -21.5% | -22.5% |
| YTD | +17.3% | +113.9% | -96.6% | -14.4% |
| 1Y | +4.3% | +93.6% | -89.3% | -22.0% |
| 3Y | +30.7% | +170.2% | -139.5% | -17.3% |
| 5Y | +101.3% | +44.2% | +57.1% | +37.6% |
| All | +8.7% | +597.2% | -588.5% | -45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling