+33.1%
PEG vs FLNC
-70.4%
+103.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.2% |
| 7D | -0.9% | -4.1% | +3.2% | -0.8% |
| 30D | -3.7% | -24.8% | +21.1% | -3.1% |
| 3M | -7.3% | -59.1% | +51.8% | -5.5% |
| 6M | -10.5% | -42.0% | +31.5% | -10.4% |
| YTD | -7.5% | -49.8% | +42.3% | -7.4% |
| 1Y | -8.7% | +43.1% | -51.8% | -12.6% |
| 3Y | +31.4% | -61.0% | +92.3% | +28.0% |
| All | +33.1% | -70.4% | +103.5% | +25.8% |
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