+695.9%
PH vs FLR
+7.4%
+688.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | +4.3% | +5.4% | -1.0% | +2.9% |
| 30D | +0.1% | +2.8% | -2.7% | -0.6% |
| 3M | -9.4% | -6.4% | -3.0% | -8.1% |
| 6M | +8.8% | +8.8% | 0.0% | +4.8% |
| YTD | +9.6% | +23.6% | -14.0% | +1.2% |
| 1Y | +14.4% | +13.8% | +0.6% | +7.8% |
| 3Y | +134.5% | +36.5% | +98.1% | +101.6% |
| 5Y | +204.4% | +119.3% | +85.1% | +125.3% |
| All | +695.9% | +7.4% | +688.5% | +567.3% |
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