+31.7%
PEG vs FLR
+56.0%
-24.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.8% | -1.0% |
| 7D | -0.1% | -3.1% | +3.0% | +0.2% |
| 30D | -1.7% | +4.9% | -6.7% | -2.3% |
| 3M | -6.8% | +10.8% | -17.6% | -8.1% |
| 6M | -11.4% | +19.7% | -31.0% | -13.7% |
| YTD | -7.2% | +38.4% | -45.6% | -11.5% |
| 1Y | -6.1% | +34.7% | -40.8% | -10.6% |
| All | +31.7% | +56.0% | -24.2% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling