+83.0%
PL vs FLR
+154.5%
-71.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -0.3% |
| 7D | -9.3% | +5.4% | -14.7% | -11.3% |
| 30D | -18.9% | +11.4% | -30.3% | -22.9% |
| 3M | -58.4% | +11.4% | -69.8% | -60.1% |
| 6M | -30.3% | +16.6% | -46.9% | -35.6% |
| YTD | -8.1% | +41.7% | -49.8% | -21.8% |
| 1Y | +180.5% | +35.4% | +145.1% | +144.4% |
| 3Y | +444.1% | +57.3% | +386.8% | +345.8% |
| 5Y | +83.0% | +241.0% | -158.0% | +40.4% |
| All | +83.0% | +154.5% | -71.4% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling