+95.3%
PFE vs FLR
+532.1%
-436.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -0.7% | +5.1% | -5.8% | -1.4% |
| 30D | +5.3% | -0.5% | +5.8% | +5.2% |
| 3M | +10.1% | -3.5% | +13.6% | +10.2% |
| 6M | +18.0% | +16.5% | +1.6% | +14.5% |
| YTD | +25.8% | +27.3% | -1.5% | +19.8% |
| 1Y | +28.4% | +10.6% | +17.8% | +24.5% |
| 3Y | +20.9% | +39.4% | -18.5% | +9.8% |
| 5Y | -21.5% | +126.4% | -147.9% | -35.2% |
| 10Y | +46.2% | +8.4% | +37.8% | +24.3% |
| All | +95.3% | +532.1% | -436.8% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling