-1.7%
PEP vs FLNC
+46.9%
-48.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.2% |
| 7D | -1.0% | -4.1% | +3.1% | -1.1% |
| 30D | -0.7% | -24.8% | +24.1% | -1.5% |
| 3M | -4.1% | -59.1% | +55.0% | -6.2% |
| 6M | -13.1% | -42.0% | +28.9% | -14.0% |
| YTD | -2.1% | -49.8% | +47.7% | -3.3% |
| 1Y | -1.7% | +43.1% | -44.7% | -1.1% |
| All | -1.7% | +46.9% | -48.5% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling