+42.1%
PL vs FLNC
-85.3%
+127.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.1% | +8.4% | +1.6% |
| 7D | +5.6% | -10.7% | +16.4% | +8.4% |
| 30D | -16.9% | -33.9% | +17.0% | -7.9% |
| 3M | -38.2% | -61.2% | +23.0% | -22.3% |
| 6M | -63.4% | -79.7% | +16.2% | -47.9% |
| YTD | -27.6% | -75.2% | +47.5% | -9.2% |
| 1Y | +6.6% | -77.5% | +84.0% | +36.2% |
| 3Y | +557.6% | -71.4% | +629.0% | +532.9% |
| 5Y | +39.5% | -85.6% | +125.1% | +61.3% |
| All | +42.1% | -85.3% | +127.5% | +65.1% |
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