+14.4%
PH vs FLR
+8.4%
+6.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | +4.3% | +5.4% | -1.0% | +3.2% |
| 30D | +0.1% | +2.8% | -2.7% | -0.5% |
| 3M | -9.4% | -6.4% | -3.0% | -8.7% |
| 6M | +8.8% | +8.8% | 0.0% | +5.2% |
| YTD | +9.6% | +23.6% | -14.0% | +1.2% |
| 1Y | +14.4% | +13.8% | +0.6% | +7.7% |
| All | +14.4% | +8.4% | +6.1% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling