+141.0%
PH vs FLR
+56.0%
+85.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.2% |
| 7D | 0.0% | -3.1% | +3.1% | +0.8% |
| 30D | -10.3% | +4.9% | -15.2% | -11.6% |
| 3M | +5.1% | +10.8% | -5.7% | +1.1% |
| 6M | +2.3% | +19.7% | -17.4% | -4.9% |
| YTD | +8.7% | +38.4% | -29.7% | -3.6% |
| 1Y | +26.8% | +34.7% | -7.9% | +12.1% |
| All | +141.0% | +56.0% | +85.0% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling