+143.4%
PEG vs FLR
+19.7%
+123.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | -0.9% | -3.5% | +2.6% | -0.6% |
| 30D | -3.7% | +4.2% | -7.9% | -4.1% |
| 3M | -7.3% | +8.1% | -15.4% | -8.2% |
| 6M | -10.5% | +21.5% | -32.0% | -12.7% |
| YTD | -7.5% | +36.8% | -44.3% | -11.0% |
| 1Y | -8.7% | +31.2% | -39.9% | -12.0% |
| 3Y | +31.4% | +53.9% | -22.5% | +22.6% |
| 5Y | +37.8% | +243.0% | -205.3% | +17.9% |
| All | +143.4% | +19.7% | +123.6% | +90.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling