+44.1%
PL vs FLR
+128.5%
-84.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +5.6% | +5.1% | +0.5% | +4.0% |
| 30D | -16.9% | -0.5% | -16.5% | -16.3% |
| 3M | -38.2% | -3.5% | -34.8% | -37.2% |
| 6M | -63.4% | +16.5% | -79.9% | -65.4% |
| YTD | -27.6% | +27.3% | -54.9% | -35.4% |
| 1Y | +6.6% | +10.6% | -4.1% | +1.0% |
| 3Y | +557.6% | +39.4% | +518.2% | +465.9% |
| 5Y | +39.5% | +126.4% | -86.9% | +12.1% |
| All | +44.1% | +128.5% | -84.4% | +15.8% |
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