+91.6%
PFE vs FLR
+530.7%
-439.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.3% | -8.8% | -1.6% |
| 7D | -4.7% | +8.5% | -13.2% | -5.8% |
| 30D | +3.4% | -0.7% | +4.0% | +3.2% |
| 3M | +9.2% | -11.7% | +20.9% | +10.6% |
| 6M | +15.8% | +16.2% | -0.4% | +12.3% |
| YTD | +23.4% | +27.0% | -3.6% | +17.6% |
| 1Y | +25.8% | +10.1% | +15.7% | +22.1% |
| 3Y | +17.8% | +46.2% | -28.3% | +6.3% |
| 5Y | -20.2% | +121.4% | -141.6% | -33.9% |
| 10Y | +49.6% | +11.0% | +38.6% | +26.4% |
| All | +91.6% | +530.7% | -439.1% | -5.5% |
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 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