+32.9%
PFE vs FLR
+18.9%
+14.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | -2.7% | +0.7% | -3.3% | -2.7% |
| 30D | +3.8% | -0.7% | +4.5% | +3.8% |
| 3M | +10.4% | +14.3% | -4.0% | +9.3% |
| 6M | +6.3% | +25.6% | -19.3% | +4.4% |
| YTD | +17.4% | +42.9% | -25.5% | +14.4% |
| 1Y | +21.1% | +38.7% | -17.6% | +18.1% |
| 3Y | -1.6% | +61.8% | -63.4% | -6.3% |
| 5Y | -22.2% | +254.1% | -276.2% | -29.7% |
| 10Y | +32.9% | +20.0% | +12.8% | +35.0% |
| All | +32.9% | +18.9% | +14.0% | +35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling