+127.5%
FLR vs PFG
+99.5%
+28.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.1% |
| 7D | +6.3% | -2.2% | +8.6% | +7.9% |
| 30D | +1.8% | +6.4% | -4.5% | -2.1% |
| 3M | -4.4% | +2.2% | -6.6% | -6.1% |
| 6M | +15.9% | +16.3% | -0.4% | +3.2% |
| YTD | +27.7% | +33.2% | -5.5% | +3.5% |
| 1Y | +11.6% | +40.6% | -29.0% | -12.8% |
| 3Y | +39.9% | +83.3% | -43.5% | -9.0% |
| 5Y | +127.5% | +97.7% | +29.8% | +35.7% |
| All | +127.5% | +99.5% | +28.0% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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