+77.4%
PL vs FLNC
-67.0%
+144.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.7% | -8.4% | -3.4% |
| 7D | -7.5% | +6.0% | -13.5% | -8.9% |
| 30D | -25.6% | -16.3% | -9.2% | -22.2% |
| 3M | -45.6% | -54.1% | +8.5% | -34.5% |
| 6M | -29.5% | -25.3% | -4.2% | -30.6% |
| YTD | -9.7% | -44.2% | +34.5% | -6.7% |
| 1Y | +84.4% | +53.1% | +31.2% | +36.1% |
| 3Y | +550.0% | -58.3% | +608.3% | +489.0% |
| All | +77.4% | -67.0% | +144.4% | +69.5% |
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