+37.5%
PL vs FLNC
-86.0%
+123.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.3% |
| 7D | +10.0% | -11.2% | +21.2% | +13.4% |
| 30D | -2.3% | -24.6% | +22.4% | +4.7% |
| 3M | -44.2% | -64.6% | +20.4% | -28.2% |
| 6M | -66.1% | -78.8% | +12.7% | -52.1% |
| YTD | -30.0% | -76.3% | +46.4% | -11.0% |
| 1Y | +21.0% | -71.2% | +92.2% | +44.5% |
| 3Y | +516.5% | -71.9% | +588.4% | +495.0% |
| 5Y | +32.0% | -87.5% | +119.6% | +58.0% |
| All | +37.5% | -86.0% | +123.6% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 10y: compounded portfolio wealth divided by compounded FLNC 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…
10y analysis · Full analysis span regression · 6 months rolling