+20.4%
PFE vs FLR
+37.7%
-17.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.3% |
| 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% | +9.7% |
| 6M | +6.3% | +25.6% | -19.3% | +5.1% |
| YTD | +17.4% | +42.9% | -25.5% | +15.0% |
| All | +20.4% | +37.7% | -17.3% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling