+763.1%
PM vs FLR
+0.9%
+762.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.7% |
| 7D | -4.9% | +5.4% | -10.3% | -5.5% |
| 30D | -3.4% | +11.4% | -14.8% | -5.0% |
| 3M | +5.2% | +11.4% | -6.2% | +2.9% |
| 6M | +3.7% | +16.6% | -12.9% | +0.4% |
| YTD | +15.8% | +41.7% | -25.9% | +8.8% |
| 1Y | +17.4% | +35.4% | -18.1% | +10.5% |
| 3Y | +116.9% | +57.3% | +59.6% | +93.1% |
| 5Y | +117.3% | +241.0% | -123.7% | +67.3% |
| 10Y | +193.8% | +16.6% | +177.1% | +138.0% |
| All | +763.1% | +0.9% | +762.2% | +464.3% |
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 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