+37.0%
PL vs FLNC
-85.1%
+122.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +2.5% | +12.0% | +13.9% |
| 7D | +10.9% | +3.6% | +7.2% | +9.7% |
| 30D | -16.4% | -27.3% | +11.0% | -9.4% |
| 3M | -39.9% | -59.1% | +19.1% | -25.4% |
| 6M | -63.2% | -77.6% | +14.5% | -48.8% |
| YTD | -27.1% | -72.7% | +45.6% | -10.6% |
| 1Y | +12.2% | -74.0% | +86.2% | +38.3% |
| 3Y | +584.3% | -69.6% | +653.8% | +550.0% |
| 5Y | +37.0% | -85.2% | +122.2% | +60.8% |
| All | +37.0% | -85.1% | +122.1% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling