-0.6%
PEP vs FLNC
-71.1%
+70.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | 0.0% |
| 7D | -1.4% | -5.0% | +3.6% | -1.4% |
| 30D | -0.2% | -26.1% | +25.9% | -0.3% |
| 3M | -4.3% | -55.2% | +50.9% | -4.3% |
| 6M | -13.2% | -42.6% | +29.4% | -13.5% |
| YTD | -1.9% | -51.0% | +49.1% | -2.2% |
| 1Y | -0.3% | +43.3% | -43.7% | -2.3% |
| 3Y | -13.6% | -63.4% | +49.8% | -14.8% |
| All | -0.6% | -71.1% | +70.5% | -4.7% |
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