+148.4%
PM vs FLNC
-70.4%
+218.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.7% |
| 7D | +4.7% | -4.1% | +8.7% | +4.6% |
| 30D | +2.6% | -24.8% | +27.4% | +2.4% |
| 3M | +6.6% | -59.1% | +65.7% | +6.0% |
| 6M | +16.5% | -42.0% | +58.5% | +15.9% |
| YTD | +21.2% | -49.8% | +71.0% | +20.5% |
| 1Y | +17.9% | +43.1% | -25.2% | +16.7% |
| 3Y | +129.8% | -61.0% | +190.8% | +129.7% |
| All | +148.4% | -70.4% | +218.8% | +151.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling