+141.2%
PH vs FLNC
-62.9%
+204.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.6% |
| 7D | -1.3% | -4.1% | +2.8% | -1.1% |
| 30D | -11.0% | -24.8% | +13.8% | -9.5% |
| 3M | +5.5% | -59.1% | +64.6% | +10.8% |
| 6M | +1.5% | -42.0% | +43.4% | +2.2% |
| YTD | +8.8% | -49.8% | +58.6% | +9.3% |
| 1Y | +24.5% | +43.1% | -18.6% | +10.5% |
| 3Y | +141.2% | -61.0% | +202.1% | +124.9% |
| All | +141.2% | -62.9% | +204.0% | +124.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling