+17.8%
PFE vs FLR
+45.9%
-28.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.3% | -8.8% | -0.8% |
| 7D | -4.7% | +8.5% | -13.2% | -5.0% |
| 30D | +3.4% | -0.7% | +4.0% | +3.4% |
| 3M | +9.2% | -11.7% | +20.9% | +9.7% |
| 6M | +15.8% | +16.2% | -0.4% | +14.6% |
| YTD | +23.4% | +27.0% | -3.6% | +21.3% |
| 1Y | +25.8% | +10.1% | +15.7% | +24.5% |
| 3Y | +17.8% | +46.2% | -28.3% | +10.8% |
| All | +17.8% | +45.9% | -28.0% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling