+836.5%
PM vs FLR
-9.0%
+845.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -7.1% | +6.3% | -13.4% | -7.8% |
| 30D | -2.8% | +1.8% | -4.6% | -3.2% |
| 3M | +6.3% | -4.4% | +10.7% | +6.5% |
| 6M | +9.6% | +15.9% | -6.2% | +6.3% |
| YTD | +25.6% | +27.7% | -2.1% | +19.3% |
| 1Y | +29.7% | +11.6% | +18.0% | +25.3% |
| 3Y | +147.6% | +39.9% | +107.7% | +123.5% |
| 5Y | +160.1% | +127.5% | +32.6% | +112.8% |
| 10Y | +260.9% | +11.6% | +249.3% | +193.0% |
| All | +836.5% | -9.0% | +845.5% | +518.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling