+461.1%
PBF vs FLNC
-69.8%
+530.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +8.0% | +0.3% |
| 7D | +1.4% | -4.2% | +5.5% | +1.7% |
| 30D | +15.8% | -20.0% | +35.8% | +17.8% |
| 3M | +90.3% | -56.9% | +147.1% | +101.7% |
| 6M | +102.8% | -35.5% | +138.4% | +102.3% |
| YTD | +187.3% | -48.8% | +236.2% | +188.9% |
| 1Y | +161.8% | +49.3% | +112.6% | +130.1% |
| 3Y | +55.5% | -61.8% | +117.3% | +41.6% |
| All | +461.1% | -69.8% | +530.9% | +414.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling