+5,563.3%
PH vs FLR
+532.1%
+5,031.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +2.1% | +5.1% | -3.0% | +0.4% |
| 30D | +0.3% | -0.5% | +0.7% | +0.3% |
| 3M | -8.8% | -3.5% | -5.3% | -8.2% |
| 6M | +10.0% | +16.5% | -6.4% | +2.4% |
| YTD | +10.5% | +27.3% | -16.8% | -1.6% |
| 1Y | +15.5% | +10.6% | +4.9% | +7.7% |
| 3Y | +136.4% | +39.4% | +97.0% | +91.7% |
| 5Y | +213.6% | +126.4% | +87.2% | +105.8% |
| 10Y | +713.9% | +8.4% | +705.5% | +449.6% |
| All | +5,563.3% | +532.1% | +5,031.2% | +1,755.9% |
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