-20.7%
PFE vs FLR
+242.2%
-262.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.1% |
| 7D | +1.8% | +5.4% | -3.7% | +1.4% |
| 30D | +10.2% | +11.4% | -1.2% | +9.3% |
| 3M | +12.7% | +11.4% | +1.3% | +11.6% |
| 6M | +10.5% | +16.6% | -6.1% | +8.8% |
| YTD | +20.2% | +41.7% | -21.6% | +16.5% |
| 1Y | +24.1% | +35.4% | -11.4% | +20.5% |
| 3Y | -3.6% | +57.3% | -60.9% | -10.2% |
| All | -20.7% | +242.2% | -262.9% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling