+250.9%
PM vs FLR
+10.4%
+240.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -6.6% | +5.1% | -11.7% | -7.0% |
| 30D | -3.4% | -0.5% | -3.0% | -3.5% |
| 3M | +5.3% | -3.5% | +8.8% | +5.4% |
| 6M | +15.5% | +16.5% | -0.9% | +13.3% |
| YTD | +24.3% | +27.3% | -3.0% | +20.3% |
| 1Y | +29.7% | +10.6% | +19.1% | +27.0% |
| 3Y | +144.9% | +39.4% | +105.5% | +129.1% |
| 5Y | +159.0% | +126.4% | +32.6% | +127.3% |
| 10Y | +250.9% | +8.4% | +242.5% | +190.0% |
| All | +250.9% | +10.4% | +240.6% | +190.0% |
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