+44.8%
PL vs FLR
+129.4%
-84.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +13.4% | +6.3% | +7.0% | +11.0% |
| 30D | -10.2% | +1.8% | -12.0% | -10.3% |
| 3M | -39.5% | -4.4% | -35.1% | -38.3% |
| 6M | -65.7% | +15.9% | -81.6% | -67.5% |
| YTD | -27.3% | +27.7% | -55.0% | -35.2% |
| 1Y | +15.0% | +11.6% | +3.4% | +8.6% |
| 3Y | +560.8% | +39.9% | +521.0% | +467.9% |
| 5Y | +38.4% | +127.5% | -89.1% | +11.1% |
| All | +44.8% | +129.4% | -84.5% | +16.2% |
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