+237.1%
FLR vs PFG
+1,015.3%
-778.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.6% |
| 7D | +5.4% | +5.5% | -0.1% | +2.5% |
| 30D | +11.4% | +2.4% | +9.0% | +9.7% |
| 3M | +11.4% | +13.6% | -2.2% | +3.6% |
| 6M | +16.6% | +27.9% | -11.2% | +2.3% |
| YTD | +41.7% | +35.6% | +6.2% | +20.7% |
| 1Y | +35.4% | +48.5% | -13.0% | +10.1% |
| 3Y | +57.3% | +66.9% | -9.6% | +21.0% |
| 5Y | +241.0% | +111.0% | +130.0% | +132.6% |
| 10Y | +16.6% | +244.5% | -227.8% | -33.4% |
| All | +237.1% | +1,015.3% | -778.2% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling