+708.5%
PH vs FLR
+11.0%
+697.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +6.9% | +6.3% | +0.6% | +5.2% |
| 30D | +1.7% | +1.8% | -0.2% | +1.1% |
| 3M | -8.1% | -4.4% | -3.7% | -7.4% |
| 6M | +11.5% | +15.9% | -4.4% | +5.7% |
| YTD | +11.4% | +27.7% | -16.4% | +1.9% |
| 1Y | +14.1% | +11.6% | +2.5% | +8.0% |
| 3Y | +138.2% | +39.9% | +98.4% | +103.4% |
| 5Y | +216.0% | +127.5% | +88.5% | +131.6% |
| All | +708.5% | +11.0% | +697.5% | +572.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling