+80.5%
PL vs FLNC
-69.1%
+149.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.7% | -1.6% |
| 7D | -9.3% | -4.9% | -4.4% | -8.1% |
| 30D | -18.9% | -27.3% | +8.3% | -12.2% |
| 3M | -58.4% | -61.9% | +3.5% | -47.0% |
| 6M | -30.3% | -34.5% | +4.2% | -29.0% |
| YTD | -8.1% | -47.7% | +39.6% | -3.4% |
| 1Y | +180.5% | +53.3% | +127.2% | +105.3% |
| 3Y | +444.1% | -62.4% | +506.6% | +408.1% |
| All | +80.5% | -69.1% | +149.6% | +75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling