+1,807.8%
PBR vs FLR
+609.6%
+1,198.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.2% |
| 7D | +2.5% | +0.7% | +1.8% | +2.2% |
| 30D | +19.4% | -0.7% | +20.0% | +19.3% |
| 3M | +20.8% | +14.3% | +6.5% | +11.8% |
| 6M | +23.5% | +25.6% | -2.1% | +7.6% |
| YTD | +83.4% | +42.9% | +40.5% | +50.1% |
| 1Y | +77.6% | +38.7% | +38.8% | +45.0% |
| 3Y | +99.9% | +61.8% | +38.1% | +36.6% |
| 5Y | +567.7% | +254.1% | +313.6% | +190.5% |
| 10Y | +621.5% | +20.0% | +601.5% | +267.3% |
| All | +1,807.8% | +609.6% | +1,198.2% | +589.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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