+143.2%
PM vs FLR
+45.9%
+97.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.3% | -10.7% | -2.3% |
| 7D | -7.3% | +8.5% | -15.8% | -7.1% |
| 30D | -4.0% | -0.7% | -3.3% | -4.0% |
| 3M | +2.7% | -11.7% | +14.4% | +2.7% |
| 6M | +14.9% | +16.2% | -1.4% | +14.8% |
| YTD | +23.5% | +27.0% | -3.5% | +23.3% |
| 1Y | +30.4% | +10.1% | +20.3% | +30.3% |
| 3Y | +143.2% | +46.2% | +97.0% | +131.3% |
| All | +143.2% | +45.9% | +97.3% | +131.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling