+527.4%
PBR vs FLNC
-70.4%
+597.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.0% |
| 7D | +5.4% | -4.1% | +9.4% | +5.5% |
| 30D | +22.9% | -24.8% | +47.6% | +24.5% |
| 3M | +19.6% | -59.1% | +78.7% | +24.5% |
| 6M | +16.5% | -42.0% | +58.4% | +17.2% |
| YTD | +86.7% | -49.8% | +136.5% | +88.0% |
| 1Y | +74.7% | +43.1% | +31.6% | +60.3% |
| 3Y | +102.6% | -61.0% | +163.5% | +91.3% |
| All | +527.4% | -70.4% | +597.8% | +509.3% |
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