+141.5%
PM vs FLNC
-69.8%
+211.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.3% | +8.9% | +0.5% |
| 7D | -1.2% | -4.2% | +3.0% | -1.2% |
| 30D | -0.2% | -20.0% | +19.8% | -0.3% |
| 3M | +4.9% | -56.9% | +61.8% | +4.4% |
| 6M | +9.0% | -35.5% | +44.6% | +8.5% |
| YTD | +17.8% | -48.8% | +66.6% | +17.1% |
| 1Y | +16.8% | +49.3% | -32.5% | +15.6% |
| 3Y | +125.4% | -61.8% | +187.2% | +125.5% |
| All | +141.5% | -69.8% | +211.3% | +144.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling