+253.5%
PH vs FLR
+256.3%
-2.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +0.4% | +0.7% | -0.3% | +0.2% |
| 30D | -10.8% | -0.7% | -10.1% | -10.9% |
| 3M | +8.5% | +14.3% | -5.9% | +3.3% |
| 6M | +3.9% | +25.6% | -21.7% | -4.6% |
| YTD | +9.4% | +42.9% | -33.5% | -3.7% |
| 1Y | +26.8% | +38.7% | -12.0% | +11.5% |
| 3Y | +140.8% | +61.8% | +79.0% | +90.2% |
| All | +253.5% | +256.3% | -2.9% | +121.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling