+5,548.2%
PH vs FLR
+603.8%
+4,944.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.6% |
| 7D | -3.1% | +5.4% | -8.5% | -4.8% |
| 30D | -3.2% | +11.4% | -14.6% | -7.7% |
| 3M | +10.6% | +11.4% | -0.8% | +5.0% |
| 6M | -2.1% | +16.6% | -18.8% | -9.5% |
| YTD | +10.2% | +41.7% | -31.5% | -5.1% |
| 1Y | +28.2% | +35.4% | -7.2% | +11.1% |
| 3Y | +134.9% | +57.3% | +77.6% | +82.9% |
| 5Y | +253.6% | +241.0% | +12.7% | +100.2% |
| 10Y | +804.7% | +16.6% | +788.1% | +494.4% |
| All | +5,548.2% | +603.8% | +4,944.4% | +1,689.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling