+211.8%
PM vs FLR
+17.1%
+194.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.8% |
| 7D | -1.2% | -3.1% | +1.9% | -0.9% |
| 30D | -0.2% | +4.9% | -5.1% | -0.6% |
| 3M | +4.9% | +10.8% | -5.9% | +3.6% |
| 6M | +9.0% | +19.7% | -10.6% | +6.6% |
| YTD | +17.8% | +38.4% | -20.6% | +13.6% |
| 1Y | +16.8% | +34.7% | -17.9% | +12.5% |
| 3Y | +125.4% | +56.7% | +68.8% | +109.3% |
| 5Y | +128.7% | +241.6% | -112.9% | +93.2% |
| 10Y | +211.8% | +20.2% | +191.6% | +153.6% |
| All | +211.8% | +17.1% | +194.7% | +153.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling