+32.9%
PL vs FLR
+121.2%
-88.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.0% |
| 7D | +22.3% | +10.1% | +12.2% | +17.3% |
| 30D | -8.3% | -0.5% | -7.8% | -7.5% |
| 3M | -43.3% | -4.8% | -38.4% | -41.8% |
| 6M | -65.8% | +10.7% | -76.5% | -67.3% |
| YTD | -29.5% | +25.0% | -54.5% | -38.1% |
| 1Y | +11.7% | +8.3% | +3.4% | +5.6% |
| 3Y | +540.6% | +36.8% | +503.7% | +426.0% |
| 5Y | +32.9% | +121.8% | -88.9% | -6.3% |
| All | +32.9% | +121.2% | -88.3% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling