+0.7%
PEP vs FLNC
-67.0%
+67.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.7% | -6.1% | +0.6% |
| 7D | +0.1% | +6.0% | -5.9% | +0.1% |
| 30D | +0.7% | -16.3% | +17.0% | +0.6% |
| 3M | -0.5% | -54.1% | +53.6% | -0.5% |
| 6M | -11.3% | -25.3% | +14.0% | -11.7% |
| YTD | -0.6% | -44.2% | +43.6% | -0.9% |
| 1Y | +1.7% | +53.1% | -51.5% | -0.3% |
| 3Y | -12.5% | -58.3% | +45.8% | -13.6% |
| All | +0.7% | -67.0% | +67.8% | -3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling