+557.6%
PL vs FLR
+47.2%
+510.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +5.6% | +5.1% | +0.5% | +3.3% |
| 30D | -16.9% | -0.5% | -16.5% | -16.1% |
| 3M | -38.2% | -3.5% | -34.8% | -37.0% |
| 6M | -63.4% | +16.5% | -79.9% | -66.3% |
| YTD | -27.6% | +27.3% | -54.9% | -39.5% |
| 1Y | +6.6% | +10.6% | -4.1% | -2.4% |
| 3Y | +557.6% | +39.4% | +518.2% | +364.7% |
| All | +557.6% | +47.2% | +510.4% | +364.7% |
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