-16.4%
PFE vs FLNC
-70.4%
+54.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.2% |
| 7D | -2.6% | -4.1% | +1.5% | -2.5% |
| 30D | +5.4% | -24.8% | +30.1% | +6.0% |
| 3M | +7.8% | -59.1% | +66.9% | +9.8% |
| 6M | +5.0% | -42.0% | +47.0% | +5.2% |
| YTD | +17.1% | -49.8% | +66.9% | +17.2% |
| 1Y | +19.3% | +43.1% | -23.8% | +13.8% |
| 3Y | -0.9% | -61.0% | +60.0% | -4.5% |
| All | -16.4% | -70.4% | +54.0% | -26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling