+15.1%
PG vs FLNC
-70.4%
+85.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.6% |
| 7D | -0.8% | -4.1% | +3.3% | -0.8% |
| 30D | +0.8% | -24.8% | +25.6% | +0.5% |
| 3M | -1.3% | -59.1% | +57.8% | -2.3% |
| 6M | -3.8% | -42.0% | +38.1% | -4.2% |
| YTD | +3.6% | -49.8% | +53.4% | +3.1% |
| 1Y | -5.7% | +43.1% | -48.8% | -6.0% |
| 3Y | +1.6% | -61.0% | +62.5% | +1.4% |
| All | +15.1% | -70.4% | +85.4% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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