+128.3%
PM vs FLNC
-63.7%
+192.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.2% | +6.4% | +2.1% |
| 7D | +1.9% | -5.0% | +6.9% | +1.9% |
| 30D | +1.9% | -26.1% | +28.0% | +1.4% |
| 3M | +4.6% | -55.2% | +59.8% | +3.5% |
| 6M | +11.7% | -42.6% | +54.3% | +10.7% |
| YTD | +20.4% | -51.0% | +71.4% | +19.2% |
| 1Y | +19.0% | +43.3% | -24.4% | +18.1% |
| All | +128.3% | -63.7% | +192.0% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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