+38.0%
PEG vs FLR
+230.6%
-192.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | +0.1% |
| 7D | -0.9% | -6.9% | +6.0% | -0.2% |
| 30D | -2.8% | +1.1% | -3.9% | -2.9% |
| 3M | -6.9% | +14.3% | -21.3% | -8.6% |
| 6M | -11.4% | +19.1% | -30.5% | -13.7% |
| YTD | -7.4% | +35.1% | -42.5% | -11.2% |
| 1Y | -8.3% | +29.5% | -37.7% | -12.0% |
| 3Y | +31.5% | +53.0% | -21.5% | +20.9% |
| 5Y | +38.0% | +238.9% | -201.0% | +18.1% |
| All | +38.0% | +230.6% | -192.6% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling