+86.5%
PFE vs FLR
+603.8%
-517.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.9% |
| 7D | +1.8% | +5.4% | -3.7% | +1.0% |
| 30D | +10.2% | +11.4% | -1.2% | +8.4% |
| 3M | +12.7% | +11.4% | +1.3% | +10.4% |
| 6M | +10.5% | +16.6% | -6.1% | +7.1% |
| YTD | +20.2% | +41.7% | -21.6% | +13.1% |
| 1Y | +24.1% | +35.4% | -11.4% | +17.1% |
| 3Y | -3.6% | +57.3% | -60.9% | -13.7% |
| 5Y | -20.9% | +241.0% | -261.8% | -38.4% |
| 10Y | +35.8% | +16.6% | +19.2% | +14.7% |
| All | +86.5% | +603.8% | -517.3% | -9.1% |
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