+237.5%
PH vs FLNC
-67.0%
+304.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.7% | -7.4% | -1.3% |
| 7D | +0.4% | +6.0% | -5.6% | -0.1% |
| 30D | -10.8% | -16.3% | +5.5% | -9.6% |
| 3M | +8.5% | -54.1% | +62.6% | +15.0% |
| 6M | +3.9% | -25.3% | +29.2% | +2.4% |
| YTD | +9.4% | -44.2% | +53.6% | +9.4% |
| 1Y | +26.8% | +53.1% | -26.3% | +9.7% |
| 3Y | +140.8% | -58.3% | +199.1% | +119.9% |
| All | +237.5% | -67.0% | +304.5% | +188.4% |
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