+39.5%
PL vs FLR
+121.9%
-82.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.4% | -0.2% |
| 7D | +10.0% | +5.4% | +4.7% | +8.0% |
| 30D | -2.3% | +2.8% | -5.1% | -2.8% |
| 3M | -44.2% | -6.4% | -37.8% | -42.5% |
| 6M | -66.1% | +8.8% | -74.9% | -67.0% |
| YTD | -30.0% | +23.6% | -53.6% | -36.7% |
| 1Y | +21.0% | +13.8% | +7.2% | +13.5% |
| 3Y | +516.5% | +36.5% | +480.0% | +436.1% |
| 5Y | +32.0% | +119.3% | -87.3% | +7.4% |
| All | +39.5% | +121.9% | -82.4% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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