+455.3%
PL vs FLR
+27.4%
+427.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.3% | +7.0% | +8.5% |
| 7D | -6.8% | -0.8% | -6.0% | -6.0% |
| 30D | -29.3% | -9.1% | -20.2% | -25.1% |
| 3M | -44.8% | -4.7% | -40.1% | -43.8% |
| 6M | -68.4% | -14.2% | -54.1% | -66.2% |
| YTD | -36.4% | +17.3% | -53.6% | -44.4% |
| 1Y | +0.7% | +4.3% | -3.5% | -4.9% |
| 3Y | +455.3% | +30.7% | +424.6% | +303.2% |
| All | +455.3% | +27.4% | +427.9% | +303.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling