+474.2%
PBF vs FLNC
-70.4%
+544.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.4% |
| 7D | +5.3% | -4.1% | +9.4% | +5.6% |
| 30D | +11.7% | -24.8% | +36.5% | +14.2% |
| 3M | +91.1% | -59.1% | +150.2% | +103.7% |
| 6M | +88.4% | -42.0% | +130.4% | +89.9% |
| YTD | +194.1% | -49.8% | +243.9% | +196.1% |
| 1Y | +180.4% | +43.1% | +137.3% | +147.3% |
| 3Y | +59.3% | -61.0% | +120.3% | +44.8% |
| All | +474.2% | -70.4% | +544.6% | +427.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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